Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2022 40.38%
June 30, 2022 40.38%
May 31, 2022 40.38%
April 30, 2022 40.38%
March 31, 2022 40.38%
February 28, 2022 40.38%
January 31, 2022 40.38%
December 31, 2021 40.38%
November 30, 2021 40.38%
October 31, 2021 40.38%
September 30, 2021 40.38%
August 31, 2021 40.38%
July 31, 2021 40.38%
June 30, 2021 40.38%
May 31, 2021 40.38%
April 30, 2021 40.38%
March 31, 2021 40.38%
February 28, 2021 40.38%
January 31, 2021 40.38%
December 31, 2020 40.38%
November 30, 2020 40.38%
October 31, 2020 40.38%
September 30, 2020 40.38%
August 31, 2020 40.38%
July 31, 2020 40.38%
Date Value
June 30, 2020 40.38%
May 31, 2020 40.38%
April 30, 2020 40.38%
March 31, 2020 40.38%
February 29, 2020 26.23%
January 31, 2020 26.23%
December 31, 2019 26.23%
November 30, 2019 26.23%
October 31, 2019 26.23%
September 30, 2019 26.23%
August 31, 2019 26.23%
July 31, 2019 26.23%
June 30, 2019 26.23%
May 31, 2019 26.23%
April 30, 2019 26.23%
March 31, 2019 26.23%
February 28, 2019 26.23%
January 31, 2019 26.23%
December 31, 2018 26.23%
November 30, 2018 26.23%
October 31, 2018 26.23%
September 30, 2018 26.23%
August 31, 2018 26.23%
July 31, 2018 26.23%
June 30, 2018 26.23%

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

26.23%
Minimum
Jan 2018
53.53%
Maximum
Aug 2017
34.25%
Average
40.38%
Median
Mar 2020