Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
June 30, 2022 10.67%
May 31, 2022 10.66%
April 30, 2022 10.66%
March 31, 2022 10.66%
February 28, 2022 10.66%
January 31, 2022 10.66%
December 31, 2021 10.66%
November 30, 2021 10.66%
October 31, 2021 10.66%
September 30, 2021 10.66%
August 31, 2021 10.66%
July 31, 2021 10.66%
June 30, 2021 10.66%
May 31, 2021 10.66%
April 30, 2021 10.66%
March 31, 2021 10.66%
February 28, 2021 10.66%
January 31, 2021 10.66%
December 31, 2020 10.66%
November 30, 2020 10.66%
October 31, 2020 10.66%
September 30, 2020 10.66%
August 31, 2020 10.66%
July 31, 2020 10.66%
June 30, 2020 10.66%
Date Value
May 31, 2020 10.66%
April 30, 2020 10.66%
March 31, 2020 10.66%
February 29, 2020 9.27%
January 31, 2020 9.27%
December 31, 2019 9.27%
November 30, 2019 9.27%
October 31, 2019 9.27%
September 30, 2019 9.27%
August 31, 2019 9.27%
July 31, 2019 9.27%
June 30, 2019 9.27%
May 31, 2019 9.27%
April 30, 2019 9.27%
March 31, 2019 9.27%
February 28, 2019 9.27%
January 31, 2019 9.27%
December 31, 2018 9.39%
November 30, 2018 9.39%
October 31, 2018 10.41%
September 30, 2018 10.79%
August 31, 2018 10.79%
July 31, 2018 10.79%
June 30, 2018 11.92%
May 31, 2018 11.92%

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

9.27%
Minimum
Jan 2019
11.92%
Maximum
Jul 2017
10.55%
Average
10.66%
Median
Mar 2020