Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
June 30, 2022 51.63%
May 31, 2022 51.63%
April 30, 2022 51.63%
March 31, 2022 51.63%
February 28, 2022 51.63%
January 31, 2022 51.63%
December 31, 2021 51.63%
November 30, 2021 51.63%
October 31, 2021 51.63%
September 30, 2021 51.63%
August 31, 2021 51.63%
July 31, 2021 51.63%
June 30, 2021 51.63%
May 31, 2021 51.63%
April 30, 2021 51.63%
March 31, 2021 51.63%
February 28, 2021 51.63%
January 31, 2021 51.63%
December 31, 2020 51.63%
November 30, 2020 51.63%
October 31, 2020 51.63%
September 30, 2020 51.63%
August 31, 2020 51.63%
July 31, 2020 51.63%
June 30, 2020 51.63%
Date Value
May 31, 2020 51.63%
April 30, 2020 51.63%
March 31, 2020 51.63%
February 29, 2020 27.95%
January 31, 2020 27.95%
December 31, 2019 27.95%
November 30, 2019 27.95%
October 31, 2019 27.95%
September 30, 2019 27.95%
August 31, 2019 27.95%
July 31, 2019 27.95%
June 30, 2019 27.95%
May 31, 2019 27.95%
April 30, 2019 27.95%
March 31, 2019 27.95%
February 28, 2019 27.95%
January 31, 2019 27.95%
December 31, 2018 27.95%
November 30, 2018 19.92%
October 31, 2018 19.92%
September 30, 2018 19.92%
August 31, 2018 19.92%
July 31, 2018 19.92%
June 30, 2018 19.92%
May 31, 2018 19.92%

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

19.92%
Minimum
Jul 2017
51.63%
Maximum
Mar 2020
36.73%
Average
27.95%
Median
Dec 2018