Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2022 33.76%
April 30, 2022 33.76%
March 31, 2022 33.76%
February 28, 2022 33.76%
January 31, 2022 33.76%
December 31, 2021 33.76%
November 30, 2021 33.76%
October 31, 2021 33.76%
September 30, 2021 33.76%
August 31, 2021 33.76%
July 31, 2021 33.76%
June 30, 2021 33.76%
May 31, 2021 33.76%
April 30, 2021 33.76%
March 31, 2021 33.76%
February 28, 2021 33.76%
January 31, 2021 33.76%
December 31, 2020 33.76%
November 30, 2020 33.76%
October 31, 2020 33.76%
September 30, 2020 33.76%
August 31, 2020 33.76%
July 31, 2020 33.76%
June 30, 2020 33.76%
May 31, 2020 33.76%
Date Value
April 30, 2020 33.76%
March 31, 2020 33.76%
February 29, 2020 19.41%
January 31, 2020 19.41%
December 31, 2019 19.41%
November 30, 2019 19.41%
October 31, 2019 19.41%
September 30, 2019 19.41%
August 31, 2019 19.41%
July 31, 2019 19.41%
June 30, 2019 19.41%
May 31, 2019 19.41%
April 30, 2019 19.41%
March 31, 2019 19.41%
February 28, 2019 19.41%
January 31, 2019 19.41%
December 31, 2018 19.41%
November 30, 2018 13.10%
October 31, 2018 13.10%
September 30, 2018 13.10%
August 31, 2018 13.10%
July 31, 2018 13.10%
June 30, 2018 13.10%
May 31, 2018 13.10%
April 30, 2018 13.10%

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

13.10%
Minimum
Jun 2017
33.76%
Maximum
Mar 2020
23.98%
Average
19.41%
Median
Dec 2018

Max Drawdown (5Y) Related Metrics