Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2022 39.80%
April 30, 2022 32.90%
March 31, 2022 32.33%
February 28, 2022 32.33%
January 31, 2022 32.33%
December 31, 2021 32.33%
November 30, 2021 32.33%
October 31, 2021 32.33%
September 30, 2021 32.33%
August 31, 2021 32.33%
July 31, 2021 32.33%
June 30, 2021 32.33%
May 31, 2021 32.33%
April 30, 2021 32.33%
March 31, 2021 32.33%
February 28, 2021 32.33%
January 31, 2021 32.33%
December 31, 2020 32.33%
November 30, 2020 32.33%
October 31, 2020 32.33%
September 30, 2020 32.33%
August 31, 2020 32.33%
July 31, 2020 32.33%
June 30, 2020 32.33%
May 31, 2020 32.33%
Date Value
April 30, 2020 32.33%
March 31, 2020 32.33%
February 29, 2020 26.50%
January 31, 2020 26.50%
December 31, 2019 26.50%
November 30, 2019 26.50%
October 31, 2019 26.50%
September 30, 2019 26.50%
August 31, 2019 26.50%
July 31, 2019 26.50%
June 30, 2019 26.50%
May 31, 2019 26.50%
April 30, 2019 26.50%
March 31, 2019 26.50%
February 28, 2019 26.50%
January 31, 2019 26.50%
December 31, 2018 26.50%
November 30, 2018 21.47%
October 31, 2018 21.47%
September 30, 2018 21.47%
August 31, 2018 21.47%
July 31, 2018 21.47%
June 30, 2018 21.47%
May 31, 2018 21.47%
April 30, 2018 21.47%

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

21.47%
Minimum
Jun 2017
39.80%
Maximum
May 2022
27.75%
Average
26.50%
Median
Dec 2018