Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
June 30, 2022 32.71%
May 31, 2022 30.36%
April 30, 2022 30.36%
March 31, 2022 30.36%
February 28, 2022 30.36%
January 31, 2022 30.36%
December 31, 2021 30.36%
November 30, 2021 30.36%
October 31, 2021 30.36%
September 30, 2021 30.36%
August 31, 2021 30.36%
July 31, 2021 30.36%
June 30, 2021 30.36%
May 31, 2021 30.36%
April 30, 2021 30.36%
March 31, 2021 30.36%
February 28, 2021 30.36%
January 31, 2021 30.36%
December 31, 2020 30.36%
November 30, 2020 30.36%
October 31, 2020 30.36%
September 30, 2020 30.36%
August 31, 2020 30.36%
July 31, 2020 30.36%
June 30, 2020 30.36%
Date Value
May 31, 2020 30.36%
April 30, 2020 30.36%
March 31, 2020 30.36%
February 29, 2020 23.13%
January 31, 2020 23.13%
December 31, 2019 23.13%
November 30, 2019 23.13%
October 31, 2019 23.13%
September 30, 2019 23.13%
August 31, 2019 23.13%
July 31, 2019 23.13%
June 30, 2019 23.13%
May 31, 2019 23.13%
April 30, 2019 23.13%
March 31, 2019 23.13%
February 28, 2019 23.13%
January 31, 2019 23.13%
December 31, 2018 23.13%
November 30, 2018 17.04%
October 31, 2018 17.04%
September 30, 2018 17.04%
August 31, 2018 17.04%
July 31, 2018 17.04%
June 30, 2018 17.04%
May 31, 2018 17.04%

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

17.04%
Minimum
Jul 2017
32.71%
Maximum
Jun 2022
24.82%
Average
23.13%
Median
Dec 2018