Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
June 30, 2022 54.04%
May 31, 2022 53.83%
April 30, 2022 45.57%
March 31, 2022 44.08%
February 28, 2022 36.19%
January 31, 2022 33.01%
December 31, 2021 28.67%
November 30, 2021 28.67%
October 31, 2021 28.67%
September 30, 2021 28.67%
August 31, 2021 28.67%
July 31, 2021 28.67%
June 30, 2021 28.67%
May 31, 2021 28.67%
April 30, 2021 28.67%
March 31, 2021 28.67%
February 28, 2021 28.67%
January 31, 2021 28.67%
December 31, 2020 28.67%
November 30, 2020 28.67%
October 31, 2020 28.67%
September 30, 2020 28.67%
August 31, 2020 28.67%
July 31, 2020 28.67%
June 30, 2020 28.67%
Date Value
May 31, 2020 28.67%
April 30, 2020 28.67%
March 31, 2020 28.67%
February 29, 2020 25.76%
January 31, 2020 25.76%
December 31, 2019 25.76%
November 30, 2019 25.76%
October 31, 2019 25.76%
September 30, 2019 25.76%
August 31, 2019 25.76%
July 31, 2019 25.76%
June 30, 2019 25.76%
May 31, 2019 25.76%
April 30, 2019 25.76%
March 31, 2019 25.76%
February 28, 2019 25.76%
January 31, 2019 25.76%
December 31, 2018 25.76%
November 30, 2018 24.31%
October 31, 2018 24.31%
September 30, 2018 24.31%
August 31, 2018 24.31%
July 31, 2018 24.31%
June 30, 2018 24.31%
May 31, 2018 24.31%

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

24.31%
Minimum
Jul 2017
54.04%
Maximum
Jun 2022
28.29%
Average
25.76%
Median
Dec 2018