Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2022 60.87%
June 30, 2022 60.87%
May 31, 2022 59.40%
April 30, 2022 59.40%
March 31, 2022 59.40%
February 28, 2022 59.40%
January 31, 2022 59.40%
December 31, 2021 59.40%
November 30, 2021 59.40%
October 31, 2021 59.40%
September 30, 2021 59.40%
August 31, 2021 59.40%
July 31, 2021 59.40%
June 30, 2021 59.40%
May 31, 2021 59.40%
April 30, 2021 59.40%
March 31, 2021 59.40%
February 28, 2021 59.40%
January 31, 2021 59.40%
December 31, 2020 59.40%
November 30, 2020 59.40%
October 31, 2020 59.40%
September 30, 2020 59.40%
August 31, 2020 59.40%
July 31, 2020 59.40%
Date Value
June 30, 2020 59.40%
May 31, 2020 59.40%
April 30, 2020 59.40%
March 31, 2020 59.40%
February 29, 2020 38.41%
January 31, 2020 38.41%
December 31, 2019 38.41%
November 30, 2019 38.41%
October 31, 2019 38.41%
September 30, 2019 38.41%
August 31, 2019 38.41%
July 31, 2019 38.41%
June 30, 2019 38.41%
May 31, 2019 38.41%
April 30, 2019 38.41%
March 31, 2019 38.41%
February 28, 2019 38.41%
January 31, 2019 38.41%
December 31, 2018 38.41%
November 30, 2018 30.34%
October 31, 2018 30.34%
September 30, 2018 30.34%
August 31, 2018 30.34%
July 31, 2018 30.34%
June 30, 2018 30.34%

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

30.34%
Minimum
Aug 2017
60.87%
Maximum
Jun 2022
46.45%
Average
38.41%
Median
Dec 2018