Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2022 99.81%
April 30, 2022 99.81%
March 31, 2022 99.81%
February 28, 2022 99.81%
January 31, 2022 99.81%
December 31, 2021 99.81%
November 30, 2021 99.81%
October 31, 2021 99.81%
September 30, 2021 99.81%
August 31, 2021 99.81%
July 31, 2021 99.81%
June 30, 2021 99.81%
May 31, 2021 99.81%
April 30, 2021 99.81%
March 31, 2021 99.81%
February 28, 2021 99.59%
January 31, 2021 99.59%
December 31, 2020 99.59%
November 30, 2020 99.59%
October 31, 2020 99.59%
September 30, 2020 99.59%
August 31, 2020 99.59%
July 31, 2020 99.59%
June 30, 2020 99.59%
May 31, 2020 99.59%
Date Value
April 30, 2020 99.59%
March 31, 2020 99.48%
February 29, 2020 98.21%
January 31, 2020 98.21%
December 31, 2019 98.21%
November 30, 2019 98.21%
October 31, 2019 98.21%
September 30, 2019 98.21%
August 31, 2019 97.94%
July 31, 2019 96.50%
June 30, 2019 96.50%
May 31, 2019 96.50%
April 30, 2019 95.42%
March 31, 2019 93.66%
February 28, 2019 93.66%
January 31, 2019 93.66%
December 31, 2018 93.66%
November 30, 2018 91.12%
October 31, 2018 90.60%
September 30, 2018 90.60%
August 31, 2018 90.60%
July 31, 2018 90.60%
June 30, 2018 90.60%
May 31, 2018 90.60%
April 30, 2018 90.60%

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

90.60%
Minimum
Jun 2017
99.81%
Maximum
Mar 2021
96.17%
Average
98.21%
Median
Sep 2019