Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2022 22.72%
April 30, 2022 22.72%
March 31, 2022 22.72%
February 28, 2022 22.72%
January 31, 2022 22.72%
December 31, 2021 22.72%
November 30, 2021 22.72%
October 31, 2021 22.72%
September 30, 2021 22.72%
August 31, 2021 22.72%
July 31, 2021 22.72%
June 30, 2021 22.72%
May 31, 2021 22.72%
April 30, 2021 22.72%
March 31, 2021 22.72%
February 28, 2021 22.72%
January 31, 2021 22.72%
December 31, 2020 22.72%
November 30, 2020 22.72%
October 31, 2020 22.72%
September 30, 2020 22.72%
August 31, 2020 22.72%
July 31, 2020 22.72%
June 30, 2020 22.72%
May 31, 2020 22.72%
Date Value
April 30, 2020 22.72%
March 31, 2020 22.72%
February 29, 2020 10.39%
January 31, 2020 10.39%
December 31, 2019 10.39%
November 30, 2019 10.39%
October 31, 2019 10.39%
September 30, 2019 10.39%
August 31, 2019 10.39%
July 31, 2019 10.39%
June 30, 2019 10.39%
May 31, 2019 10.39%
April 30, 2019 10.39%
March 31, 2019 10.39%
February 28, 2019 10.39%
January 31, 2019 10.39%
December 31, 2018 10.39%
November 30, 2018 10.36%
October 31, 2018 10.36%
September 30, 2018 10.36%
August 31, 2018 10.36%
July 31, 2018 10.36%
June 30, 2018 10.36%
May 31, 2018 10.36%
April 30, 2018 10.36%

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

10.36%
Minimum
Jun 2017
22.72%
Maximum
Mar 2020
15.93%
Average
10.39%
Median
Dec 2018