Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2022 62.06%
April 30, 2022 62.06%
March 31, 2022 62.06%
February 28, 2022 62.06%
January 31, 2022 62.06%
December 31, 2021 62.97%
November 30, 2021 63.42%
October 31, 2021 63.42%
September 30, 2021 63.42%
August 31, 2021 63.42%
July 31, 2021 63.42%
June 30, 2021 63.42%
May 31, 2021 63.42%
April 30, 2021 64.73%
March 31, 2021 64.73%
February 28, 2021 64.73%
January 31, 2021 64.73%
December 31, 2020 64.73%
November 30, 2020 64.73%
October 31, 2020 64.73%
September 30, 2020 64.73%
August 31, 2020 64.73%
July 31, 2020 64.73%
June 30, 2020 64.73%
May 31, 2020 64.73%
Date Value
April 30, 2020 64.73%
March 31, 2020 64.73%
February 29, 2020 64.73%
January 31, 2020 64.73%
December 31, 2019 64.73%
November 30, 2019 64.73%
October 31, 2019 64.73%
September 30, 2019 64.73%
August 31, 2019 64.73%
July 31, 2019 64.73%
June 30, 2019 64.73%
May 31, 2019 64.73%
April 30, 2019 64.73%
March 31, 2019 64.73%
February 28, 2019 66.85%
January 31, 2019 66.99%
December 31, 2018 67.46%
November 30, 2018 72.71%
October 31, 2018 83.37%
September 30, 2018 83.47%
August 31, 2018 83.47%
July 31, 2018 83.47%
June 30, 2018 83.47%
May 31, 2018 83.47%
April 30, 2018 83.47%

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

62.06%
Minimum
Jan 2022
83.47%
Maximum
Jun 2017
69.88%
Average
64.73%
Median
Mar 2019