Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2022 43.57%
June 30, 2022 43.57%
May 31, 2022 43.57%
April 30, 2022 43.57%
March 31, 2022 43.57%
February 28, 2022 43.57%
January 31, 2022 43.57%
December 31, 2021 43.57%
November 30, 2021 43.57%
October 31, 2021 43.57%
September 30, 2021 43.57%
August 31, 2021 43.57%
July 31, 2021 43.57%
June 30, 2021 43.57%
May 31, 2021 43.57%
April 30, 2021 43.57%
March 31, 2021 43.57%
February 28, 2021 43.57%
January 31, 2021 43.57%
December 31, 2020 43.57%
November 30, 2020 43.57%
October 31, 2020 43.57%
September 30, 2020 43.57%
August 31, 2020 43.57%
July 31, 2020 43.57%
Date Value
June 30, 2020 43.57%
May 31, 2020 43.57%
April 30, 2020 43.57%
March 31, 2020 43.57%
February 29, 2020 27.18%
January 31, 2020 27.18%
December 31, 2019 27.18%
November 30, 2019 27.18%
October 31, 2019 27.18%
September 30, 2019 27.18%
August 31, 2019 27.18%
July 31, 2019 27.18%
June 30, 2019 27.18%
May 31, 2019 27.18%
April 30, 2019 27.18%
March 31, 2019 27.18%
February 28, 2019 27.18%
January 31, 2019 27.18%
December 31, 2018 27.18%
November 30, 2018 23.61%
October 31, 2018 23.61%
September 30, 2018 23.61%
August 31, 2018 23.61%
July 31, 2018 23.61%
June 30, 2018 23.61%

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

23.61%
Minimum
Aug 2017
43.57%
Maximum
Mar 2020
34.15%
Average
27.18%
Median
Dec 2018