Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
June 30, 2022 30.39%
May 31, 2022 28.46%
April 30, 2022 28.46%
March 31, 2022 28.46%
February 28, 2022 28.46%
January 31, 2022 28.46%
December 31, 2021 28.46%
November 30, 2021 28.46%
October 31, 2021 28.46%
September 30, 2021 28.46%
August 31, 2021 28.46%
July 31, 2021 28.46%
June 30, 2021 28.46%
May 31, 2021 28.46%
April 30, 2021 28.46%
March 31, 2021 28.46%
February 28, 2021 28.46%
January 31, 2021 28.46%
December 31, 2020 28.46%
November 30, 2020 28.46%
October 31, 2020 28.46%
September 30, 2020 28.46%
August 31, 2020 28.46%
July 31, 2020 28.46%
June 30, 2020 28.46%
Date Value
May 31, 2020 28.46%
April 30, 2020 28.46%
March 31, 2020 28.46%
February 29, 2020 26.06%
January 31, 2020 26.06%
December 31, 2019 26.06%
November 30, 2019 26.06%
October 31, 2019 26.06%
September 30, 2019 26.06%
August 31, 2019 26.06%
July 31, 2019 26.06%
June 30, 2019 26.06%
May 31, 2019 26.06%
April 30, 2019 26.06%
March 31, 2019 26.06%
February 28, 2019 26.06%
January 31, 2019 26.06%
December 31, 2018 26.06%
November 30, 2018 20.64%
October 31, 2018 19.20%
September 30, 2018 9.26%
August 31, 2018 9.26%
July 31, 2018 9.26%
June 30, 2018 9.26%
May 31, 2018 9.26%

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

9.26%
Minimum
Jul 2017
30.39%
Maximum
Jun 2022
22.81%
Average
26.06%
Median
Dec 2018