Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
June 30, 2022 58.50%
May 31, 2022 52.89%
April 30, 2022 52.36%
March 31, 2022 52.36%
February 28, 2022 52.36%
January 31, 2022 52.36%
December 31, 2021 52.36%
November 30, 2021 52.36%
October 31, 2021 52.36%
September 30, 2021 52.36%
August 31, 2021 52.36%
July 31, 2021 52.36%
June 30, 2021 52.36%
May 31, 2021 52.36%
April 30, 2021 52.36%
March 31, 2021 52.36%
February 28, 2021 52.36%
January 31, 2021 52.36%
December 31, 2020 52.36%
November 30, 2020 52.36%
October 31, 2020 52.36%
September 30, 2020 52.36%
August 31, 2020 52.36%
July 31, 2020 52.36%
June 30, 2020 52.36%
Date Value
May 31, 2020 52.36%
April 30, 2020 52.36%
March 31, 2020 52.36%
February 29, 2020 42.85%
January 31, 2020 42.85%
December 31, 2019 42.85%
November 30, 2019 42.85%
October 31, 2019 42.85%
September 30, 2019 42.85%
August 31, 2019 42.85%
July 31, 2019 42.85%
June 30, 2019 42.85%
May 31, 2019 42.85%
April 30, 2019 42.85%
March 31, 2019 42.85%
February 28, 2019 42.85%
January 31, 2019 42.85%
December 31, 2018 42.85%
November 30, 2018 31.50%
October 31, 2018 31.50%
September 30, 2018 31.50%
August 31, 2018 31.50%
July 31, 2018 31.50%
June 30, 2018 31.50%
May 31, 2018 31.50%

Max Drawdown Definition

Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

31.50%
Minimum
Jul 2017
58.50%
Maximum
Jun 2022
44.18%
Average
42.85%
Median
Dec 2018