Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
June 30, 2022 44.18%
May 31, 2022 40.94%
April 30, 2022 33.43%
March 31, 2022 32.56%
February 28, 2022 29.39%
January 31, 2022 25.87%
December 31, 2021 22.34%
November 30, 2021 22.34%
October 31, 2021 22.34%
September 30, 2021 22.34%
August 31, 2021 22.34%
July 31, 2021 22.34%
June 30, 2021 22.34%
May 31, 2021 22.34%
April 30, 2021 19.70%
March 31, 2021 19.70%
February 28, 2021 18.32%
January 31, 2021 18.32%
December 31, 2020 18.32%
November 30, 2020 18.32%
October 31, 2020 18.32%
September 30, 2020 18.32%
August 31, 2020 18.32%
July 31, 2020 18.32%
June 30, 2020 18.32%
Date Value
May 31, 2020 18.32%
April 30, 2020 18.32%
March 31, 2020 18.32%
February 29, 2020 18.32%
January 31, 2020 18.32%
December 31, 2019 18.32%
November 30, 2019 18.32%
October 31, 2019 18.32%
September 30, 2019 18.32%
August 31, 2019 18.32%
July 31, 2019 18.32%
June 30, 2019 18.32%
May 31, 2019 18.32%
April 30, 2019 18.32%
March 31, 2019 18.32%
February 28, 2019 18.32%
January 31, 2019 18.32%
December 31, 2018 18.32%
November 30, 2018 18.32%
October 31, 2018 18.32%
September 30, 2018 18.32%
August 31, 2018 18.32%
July 31, 2018 18.32%
June 30, 2018 18.32%
May 31, 2018 18.32%

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

7.86%
Minimum
Jul 2017
44.18%
Maximum
Jun 2022
19.40%
Average
18.32%
Median
Feb 2018