Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2022 44.71%
June 30, 2022 44.71%
May 31, 2022 41.78%
April 30, 2022 37.56%
March 31, 2022 31.01%
February 28, 2022 30.61%
January 31, 2022 30.61%
December 31, 2021 30.61%
November 30, 2021 30.61%
October 31, 2021 30.61%
September 30, 2021 30.61%
August 31, 2021 30.61%
July 31, 2021 30.61%
June 30, 2021 30.61%
May 31, 2021 30.61%
April 30, 2021 30.61%
March 31, 2021 30.61%
February 28, 2021 27.59%
January 31, 2021 25.21%
December 31, 2020 25.21%
November 30, 2020 25.21%
October 31, 2020 25.21%
September 30, 2020 25.21%
August 31, 2020 25.21%
July 31, 2020 25.21%
Date Value
June 30, 2020 25.21%
May 31, 2020 25.21%
April 30, 2020 25.21%
March 31, 2020 25.82%
February 29, 2020 25.82%
January 31, 2020 25.82%
December 31, 2019 25.82%
November 30, 2019 25.82%
October 31, 2019 25.82%
September 30, 2019 25.82%
August 31, 2019 25.82%
July 31, 2019 25.82%
June 30, 2019 25.82%
May 31, 2019 25.82%
April 30, 2019 25.82%
March 31, 2019 25.82%
February 28, 2019 25.82%
January 31, 2019 25.82%
December 31, 2018 25.82%
November 30, 2018 26.08%
October 31, 2018 30.56%
September 30, 2018 31.21%
August 31, 2018 31.62%
July 31, 2018 31.62%
June 30, 2018 31.62%

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

25.21%
Minimum
Apr 2020
44.71%
Maximum
Jun 2022
29.42%
Average
30.61%
Median
Mar 2021