Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
June 30, 2022 49.16%
May 31, 2022 46.72%
April 30, 2022 40.96%
March 31, 2022 40.96%
February 28, 2022 40.96%
January 31, 2022 40.96%
December 31, 2021 40.96%
November 30, 2021 40.96%
October 31, 2021 40.96%
September 30, 2021 40.96%
August 31, 2021 40.96%
July 31, 2021 40.96%
June 30, 2021 40.96%
May 31, 2021 40.96%
April 30, 2021 40.96%
March 31, 2021 40.96%
February 28, 2021 40.96%
January 31, 2021 40.96%
December 31, 2020 40.96%
November 30, 2020 40.96%
October 31, 2020 40.96%
September 30, 2020 40.96%
August 31, 2020 40.96%
July 31, 2020 40.96%
June 30, 2020 40.96%
Date Value
May 31, 2020 40.96%
April 30, 2020 40.96%
March 31, 2020 40.96%
February 29, 2020 31.49%
January 31, 2020 31.49%
December 31, 2019 31.49%
November 30, 2019 31.49%
October 31, 2019 31.49%
September 30, 2019 31.49%
August 31, 2019 31.49%
July 31, 2019 31.49%
June 30, 2019 31.49%
May 31, 2019 31.49%
April 30, 2019 31.49%
March 31, 2019 31.49%
February 28, 2019 31.49%
January 31, 2019 31.49%
December 31, 2018 31.49%
November 30, 2018 28.60%
October 31, 2018 28.60%
September 30, 2018 28.60%
August 31, 2018 28.60%
July 31, 2018 28.60%
June 30, 2018 28.60%
May 31, 2018 28.60%

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

28.60%
Minimum
Jul 2017
49.16%
Maximum
Jun 2022
35.32%
Average
31.49%
Median
Dec 2018