Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2022 40.69%
April 30, 2022 40.69%
March 31, 2022 40.69%
February 28, 2022 40.69%
January 31, 2022 40.69%
December 31, 2021 40.69%
November 30, 2021 40.69%
October 31, 2021 40.69%
September 30, 2021 40.69%
August 31, 2021 40.69%
July 31, 2021 40.69%
June 30, 2021 40.69%
May 31, 2021 40.69%
April 30, 2021 40.69%
March 31, 2021 40.69%
February 28, 2021 40.69%
January 31, 2021 40.69%
December 31, 2020 40.69%
November 30, 2020 40.69%
October 31, 2020 40.69%
September 30, 2020 40.69%
August 31, 2020 40.69%
July 31, 2020 40.69%
June 30, 2020 40.69%
May 31, 2020 40.69%
Date Value
April 30, 2020 40.69%
March 31, 2020 40.69%
February 29, 2020 23.92%
January 31, 2020 23.92%
December 31, 2019 23.92%
November 30, 2019 23.92%
October 31, 2019 23.92%
September 30, 2019 23.92%
August 31, 2019 23.92%
July 31, 2019 23.92%
June 30, 2019 23.92%
May 31, 2019 23.92%
April 30, 2019 23.92%
March 31, 2019 23.92%
February 28, 2019 23.92%
January 31, 2019 23.92%
December 31, 2018 23.92%
November 30, 2018 21.09%
October 31, 2018 21.09%
September 30, 2018 21.09%
August 31, 2018 21.09%
July 31, 2018 21.09%
June 30, 2018 21.09%
May 31, 2018 21.09%
April 30, 2018 21.09%

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

21.09%
Minimum
Jul 2017
40.69%
Maximum
Mar 2020
30.65%
Average
23.92%
Median
Dec 2018