Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
June 30, 2022 45.28%
May 31, 2022 41.59%
April 30, 2022 34.62%
March 31, 2022 33.33%
February 28, 2022 30.06%
January 31, 2022 30.06%
December 31, 2021 30.06%
November 30, 2021 30.06%
October 31, 2021 30.06%
September 30, 2021 30.06%
August 31, 2021 30.06%
July 31, 2021 30.06%
June 30, 2021 30.06%
May 31, 2021 30.06%
April 30, 2021 30.06%
March 31, 2021 30.06%
February 28, 2021 30.06%
January 31, 2021 30.06%
December 31, 2020 30.06%
November 30, 2020 30.06%
October 31, 2020 30.06%
September 30, 2020 30.06%
August 31, 2020 30.06%
July 31, 2020 30.06%
June 30, 2020 30.06%
Date Value
May 31, 2020 30.06%
April 30, 2020 30.06%
March 31, 2020 30.06%
February 29, 2020 25.25%
January 31, 2020 25.25%
December 31, 2019 25.25%
November 30, 2019 25.25%
October 31, 2019 25.25%
September 30, 2019 25.25%
August 31, 2019 25.25%
July 31, 2019 25.25%
June 30, 2019 25.25%
May 31, 2019 25.25%
April 30, 2019 25.25%
March 31, 2019 25.25%
February 28, 2019 25.25%
January 31, 2019 25.25%
December 31, 2018 25.25%
November 30, 2018 20.33%
October 31, 2018 17.97%
September 30, 2018 17.97%
August 31, 2018 17.97%
July 31, 2018 17.97%
June 30, 2018 17.97%
May 31, 2018 17.97%

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

17.97%
Minimum
Sep 2017
45.28%
Maximum
Jun 2022
26.08%
Average
25.25%
Median
Dec 2018