Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2022 25.92%
April 30, 2022 23.69%
March 31, 2022 23.69%
February 28, 2022 23.69%
January 31, 2022 23.69%
December 31, 2021 23.69%
November 30, 2021 23.69%
October 31, 2021 23.69%
September 30, 2021 23.69%
August 31, 2021 23.69%
July 31, 2021 23.69%
June 30, 2021 23.69%
May 31, 2021 23.69%
April 30, 2021 23.69%
March 31, 2021 23.69%
February 28, 2021 23.69%
January 31, 2021 23.69%
December 31, 2020 23.69%
November 30, 2020 23.69%
October 31, 2020 23.69%
September 30, 2020 23.69%
August 31, 2020 23.69%
July 31, 2020 23.69%
June 30, 2020 23.69%
May 31, 2020 23.69%
Date Value
April 30, 2020 23.69%
March 31, 2020 23.69%
February 29, 2020 15.13%
January 31, 2020 15.13%
December 31, 2019 15.13%
November 30, 2019 15.13%
October 31, 2019 15.13%
September 30, 2019 15.13%
August 31, 2019 15.13%
July 31, 2019 15.13%
June 30, 2019 15.13%
May 31, 2019 15.13%
April 30, 2019 15.13%
March 31, 2019 15.13%
February 28, 2019 15.13%
January 31, 2019 15.13%
December 31, 2018 16.14%
November 30, 2018 17.85%
October 31, 2018 19.48%
September 30, 2018 22.97%
August 31, 2018 22.97%
July 31, 2018 22.97%
June 30, 2018 22.97%
May 31, 2018 23.03%
April 30, 2018 23.03%

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

15.13%
Minimum
Jan 2019
25.92%
Maximum
May 2022
21.26%
Average
23.03%
Median
Jun 2017