Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2022 31.91%
April 30, 2022 31.91%
March 31, 2022 31.91%
February 28, 2022 31.91%
January 31, 2022 31.91%
December 31, 2021 31.91%
November 30, 2021 31.91%
October 31, 2021 31.91%
September 30, 2021 31.91%
August 31, 2021 31.91%
July 31, 2021 31.91%
June 30, 2021 31.91%
May 31, 2021 31.91%
April 30, 2021 31.91%
March 31, 2021 31.91%
February 28, 2021 31.91%
January 31, 2021 31.91%
December 31, 2020 31.91%
November 30, 2020 31.91%
October 31, 2020 31.91%
September 30, 2020 31.91%
August 31, 2020 31.91%
July 31, 2020 31.91%
June 30, 2020 31.91%
May 31, 2020 31.91%
Date Value
April 30, 2020 31.91%
March 31, 2020 31.91%
February 29, 2020 22.97%
January 31, 2020 22.97%
December 31, 2019 22.97%
November 30, 2019 22.97%
October 31, 2019 22.97%
September 30, 2019 22.97%
August 31, 2019 22.97%
July 31, 2019 22.97%
June 30, 2019 22.97%
May 31, 2019 22.97%
April 30, 2019 22.97%
March 31, 2019 22.97%
February 28, 2019 22.97%
January 31, 2019 22.97%
December 31, 2018 22.97%
November 30, 2018 16.99%
October 31, 2018 16.99%
September 30, 2018 16.99%
August 31, 2018 16.99%
July 31, 2018 16.99%
June 30, 2018 16.99%
May 31, 2018 16.99%
April 30, 2018 16.99%

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

16.99%
Minimum
Jun 2017
31.91%
Maximum
Mar 2020
25.20%
Average
22.97%
Median
Dec 2018