Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2022 46.38%
June 30, 2022 46.38%
May 31, 2022 46.38%
April 30, 2022 46.38%
March 31, 2022 46.38%
February 28, 2022 46.38%
January 31, 2022 46.38%
December 31, 2021 46.38%
November 30, 2021 46.38%
October 31, 2021 46.38%
September 30, 2021 46.38%
August 31, 2021 46.38%
July 31, 2021 46.38%
June 30, 2021 46.38%
May 31, 2021 46.38%
April 30, 2021 46.38%
March 31, 2021 46.38%
February 28, 2021 46.38%
January 31, 2021 46.38%
December 31, 2020 46.38%
November 30, 2020 46.38%
October 31, 2020 46.38%
September 30, 2020 46.38%
August 31, 2020 46.38%
July 31, 2020 46.38%
Date Value
June 30, 2020 46.38%
May 31, 2020 46.38%
April 30, 2020 46.38%
March 31, 2020 46.38%
February 29, 2020 28.08%
January 31, 2020 28.08%
December 31, 2019 28.08%
November 30, 2019 28.08%
October 31, 2019 28.08%
September 30, 2019 28.08%
August 31, 2019 28.08%
July 31, 2019 28.08%
June 30, 2019 28.08%
May 31, 2019 28.08%
April 30, 2019 28.08%
March 31, 2019 28.08%
February 28, 2019 28.08%
January 31, 2019 28.08%
December 31, 2018 28.08%
November 30, 2018 25.75%
October 31, 2018 25.75%
September 30, 2018 25.75%
August 31, 2018 25.75%
July 31, 2018 25.75%
June 30, 2018 25.75%

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

25.75%
Minimum
Aug 2017
46.38%
Maximum
Mar 2020
36.30%
Average
28.08%
Median
Dec 2018