Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
June 30, 2022 32.75%
May 31, 2022 28.69%
April 30, 2022 28.56%
March 31, 2022 28.56%
February 28, 2022 28.56%
January 31, 2022 28.56%
December 31, 2021 28.56%
November 30, 2021 28.56%
October 31, 2021 28.56%
September 30, 2021 28.56%
August 31, 2021 28.56%
July 31, 2021 28.56%
June 30, 2021 28.56%
May 31, 2021 28.56%
April 30, 2021 28.56%
March 31, 2021 28.56%
February 28, 2021 28.56%
January 31, 2021 28.56%
December 31, 2020 28.56%
November 30, 2020 28.56%
October 31, 2020 28.56%
September 30, 2020 28.56%
August 31, 2020 28.56%
July 31, 2020 28.56%
June 30, 2020 28.56%
Date Value
May 31, 2020 28.56%
April 30, 2020 28.56%
March 31, 2020 28.56%
February 29, 2020 21.38%
January 31, 2020 21.38%
December 31, 2019 21.38%
November 30, 2019 21.38%
October 31, 2019 21.38%
September 30, 2019 21.38%
August 31, 2019 21.38%
July 31, 2019 21.38%
June 30, 2019 21.38%
May 31, 2019 21.38%
April 30, 2019 21.38%
March 31, 2019 21.38%
February 28, 2019 21.38%
January 31, 2019 21.38%
December 31, 2018 21.38%
November 30, 2018 14.24%
October 31, 2018 9.86%
September 30, 2018 9.42%
August 31, 2018 9.42%
July 31, 2018 9.42%
June 30, 2018 9.42%
May 31, 2018 9.42%

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

5.45%
Minimum
Jul 2017
32.75%
Maximum
Jun 2022
21.04%
Average
21.38%
Median
Dec 2018