Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2022 60.41%
June 30, 2022 60.41%
May 31, 2022 60.41%
April 30, 2022 60.41%
March 31, 2022 60.41%
February 28, 2022 60.41%
January 31, 2022 60.41%
December 31, 2021 60.41%
November 30, 2021 60.41%
October 31, 2021 60.41%
September 30, 2021 60.41%
August 31, 2021 60.41%
July 31, 2021 60.41%
June 30, 2021 60.41%
May 31, 2021 60.41%
April 30, 2021 60.41%
March 31, 2021 60.41%
February 28, 2021 60.41%
January 31, 2021 60.41%
December 31, 2020 60.41%
November 30, 2020 60.41%
October 31, 2020 60.41%
September 30, 2020 60.41%
August 31, 2020 60.41%
July 31, 2020 60.41%
Date Value
June 30, 2020 60.41%
May 31, 2020 60.41%
April 30, 2020 60.41%
March 31, 2020 60.15%
February 29, 2020 35.84%
January 31, 2020 31.71%
December 31, 2019 31.71%
November 30, 2019 31.71%
October 31, 2019 31.71%
September 30, 2019 31.71%
August 31, 2019 31.71%
July 31, 2019 31.71%
June 30, 2019 31.71%
May 31, 2019 31.71%
April 30, 2019 31.71%
March 31, 2019 31.71%
February 28, 2019 31.71%
January 31, 2019 31.71%
December 31, 2018 31.71%
November 30, 2018 30.99%
October 31, 2018 30.99%
September 30, 2018 30.99%
August 31, 2018 30.99%
July 31, 2018 30.99%
June 30, 2018 30.99%

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

30.99%
Minimum
Aug 2017
60.41%
Maximum
Apr 2020
45.46%
Average
33.78%
Median