Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2022 18.48%
June 30, 2022 18.48%
May 31, 2022 18.48%
April 30, 2022 18.48%
March 31, 2022 18.48%
February 28, 2022 18.48%
January 31, 2022 18.48%
December 31, 2021 18.48%
November 30, 2021 18.48%
October 31, 2021 18.48%
September 30, 2021 18.48%
August 31, 2021 18.48%
July 31, 2021 18.48%
June 30, 2021 18.48%
May 31, 2021 18.48%
April 30, 2021 18.48%
March 31, 2021 18.48%
February 28, 2021 18.48%
January 31, 2021 18.48%
December 31, 2020 18.48%
November 30, 2020 18.48%
October 31, 2020 18.48%
September 30, 2020 18.48%
August 31, 2020 18.48%
July 31, 2020 18.48%
Date Value
June 30, 2020 18.48%
May 31, 2020 18.48%
April 30, 2020 18.48%
March 31, 2020 18.48%
February 29, 2020 11.71%
January 31, 2020 11.71%
December 31, 2019 11.71%
November 30, 2019 11.71%
October 31, 2019 11.71%
September 30, 2019 11.71%
August 31, 2019 11.71%
July 31, 2019 11.71%
June 30, 2019 11.71%
May 31, 2019 11.71%
April 30, 2019 11.71%
March 31, 2019 11.71%
February 28, 2019 11.71%
January 31, 2019 11.71%
December 31, 2018 11.71%
November 30, 2018 9.64%
October 31, 2018 9.64%
September 30, 2018 9.64%
August 31, 2018 9.64%
July 31, 2018 9.64%
June 30, 2018 9.64%

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

9.64%
Minimum
Aug 2017
18.48%
Maximum
Mar 2020
14.43%
Average
11.71%
Median
Dec 2018