Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2022 30.48%
June 30, 2022 30.48%
May 31, 2022 28.51%
April 30, 2022 24.09%
March 31, 2022 24.09%
February 28, 2022 24.09%
January 31, 2022 24.09%
December 31, 2021 24.09%
November 30, 2021 24.09%
October 31, 2021 24.09%
September 30, 2021 24.09%
August 31, 2021 24.09%
July 31, 2021 24.09%
June 30, 2021 24.09%
May 31, 2021 24.09%
April 30, 2021 24.09%
March 31, 2021 24.09%
February 28, 2021 24.09%
January 31, 2021 24.09%
December 31, 2020 24.09%
November 30, 2020 24.09%
October 31, 2020 24.09%
September 30, 2020 24.09%
August 31, 2020 24.09%
July 31, 2020 24.09%
Date Value
June 30, 2020 24.09%
May 31, 2020 24.09%
April 30, 2020 24.09%
March 31, 2020 24.09%
February 29, 2020 16.11%
January 31, 2020 16.11%
December 31, 2019 16.11%
November 30, 2019 16.11%
October 31, 2019 16.11%
September 30, 2019 16.11%
August 31, 2019 16.11%
July 31, 2019 16.11%
June 30, 2019 16.11%
May 31, 2019 16.11%
April 30, 2019 16.11%
March 31, 2019 16.11%
February 28, 2019 16.11%
January 31, 2019 16.11%
December 31, 2018 16.11%
November 30, 2018 12.10%
October 31, 2018 12.10%
September 30, 2018 7.59%
August 31, 2018 7.59%
July 31, 2018 7.59%
June 30, 2018 7.59%

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

6.41%
Minimum
Aug 2017
30.48%
Maximum
Jun 2022
18.11%
Average
16.11%
Median
Dec 2018