Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2022 31.49%
June 30, 2022 31.49%
May 31, 2022 31.49%
April 30, 2022 31.49%
March 31, 2022 31.49%
February 28, 2022 31.49%
January 31, 2022 31.49%
December 31, 2021 31.49%
November 30, 2021 31.49%
October 31, 2021 31.49%
September 30, 2021 31.49%
August 31, 2021 31.49%
July 31, 2021 31.49%
June 30, 2021 31.49%
May 31, 2021 31.49%
April 30, 2021 31.49%
March 31, 2021 31.49%
February 28, 2021 31.49%
January 31, 2021 31.49%
December 31, 2020 31.49%
November 30, 2020 31.49%
October 31, 2020 31.49%
September 30, 2020 31.49%
August 31, 2020 31.49%
July 31, 2020 31.49%
Date Value
June 30, 2020 31.49%
May 31, 2020 31.49%
April 30, 2020 31.49%
March 31, 2020 31.49%
February 29, 2020 18.04%
January 31, 2020 18.04%
December 31, 2019 18.04%
November 30, 2019 18.04%
October 31, 2019 18.04%
September 30, 2019 18.04%
August 31, 2019 18.04%
July 31, 2019 18.04%
June 30, 2019 18.04%
May 31, 2019 18.04%
April 30, 2019 18.04%
March 31, 2019 18.04%
February 28, 2019 18.04%
January 31, 2019 18.04%
December 31, 2018 18.04%
November 30, 2018 12.64%
October 31, 2018 12.64%
September 30, 2018 11.23%
August 31, 2018 11.23%
July 31, 2018 11.23%
June 30, 2018 11.23%

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

11.23%
Minimum
Sep 2017
31.49%
Maximum
Mar 2020
22.78%
Average
18.04%
Median
Dec 2018