Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
June 30, 2022 38.57%
May 31, 2022 35.31%
April 30, 2022 29.45%
March 31, 2022 29.45%
February 28, 2022 29.45%
January 31, 2022 29.45%
December 31, 2021 29.45%
November 30, 2021 29.45%
October 31, 2021 29.45%
September 30, 2021 29.45%
August 31, 2021 29.45%
July 31, 2021 29.45%
June 30, 2021 29.45%
May 31, 2021 29.45%
April 30, 2021 29.45%
March 31, 2021 29.45%
February 28, 2021 29.45%
January 31, 2021 29.45%
December 31, 2020 29.45%
November 30, 2020 29.45%
October 31, 2020 29.45%
September 30, 2020 29.45%
August 31, 2020 29.45%
July 31, 2020 29.45%
June 30, 2020 29.45%
Date Value
May 31, 2020 29.45%
April 30, 2020 29.45%
March 31, 2020 29.45%
February 29, 2020 22.46%
January 31, 2020 22.46%
December 31, 2019 22.46%
November 30, 2019 22.46%
October 31, 2019 22.46%
September 30, 2019 22.46%
August 31, 2019 22.46%
July 31, 2019 22.46%
June 30, 2019 22.46%
May 31, 2019 22.46%
April 30, 2019 22.46%
March 31, 2019 22.46%
February 28, 2019 22.46%
January 31, 2019 22.46%
December 31, 2018 22.46%
November 30, 2018 18.55%
October 31, 2018 18.55%
September 30, 2018 18.55%
August 31, 2018 18.55%
July 31, 2018 18.55%
June 30, 2018 18.55%
May 31, 2018 18.55%

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

18.55%
Minimum
Jul 2017
38.57%
Maximum
Jun 2022
24.86%
Average
22.46%
Median
Dec 2018