Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
June 30, 2022 36.27%
May 31, 2022 36.27%
April 30, 2022 36.27%
March 31, 2022 36.27%
February 28, 2022 36.27%
January 31, 2022 36.27%
December 31, 2021 36.27%
November 30, 2021 36.27%
October 31, 2021 36.27%
September 30, 2021 36.27%
August 31, 2021 36.27%
July 31, 2021 36.27%
June 30, 2021 36.27%
May 31, 2021 36.27%
April 30, 2021 36.27%
March 31, 2021 36.27%
February 28, 2021 36.27%
January 31, 2021 36.27%
December 31, 2020 36.27%
November 30, 2020 36.27%
October 31, 2020 36.27%
September 30, 2020 36.27%
August 31, 2020 36.27%
July 31, 2020 36.27%
June 30, 2020 36.27%
Date Value
May 31, 2020 36.27%
April 30, 2020 36.27%
March 31, 2020 36.27%
February 29, 2020 22.09%
January 31, 2020 22.09%
December 31, 2019 22.09%
November 30, 2019 22.09%
October 31, 2019 22.09%
September 30, 2019 22.09%
August 31, 2019 22.09%
July 31, 2019 22.09%
June 30, 2019 22.09%
May 31, 2019 22.09%
April 30, 2019 22.09%
March 31, 2019 22.09%
February 28, 2019 22.09%
January 31, 2019 22.09%
December 31, 2018 22.09%
November 30, 2018 19.62%
October 31, 2018 19.62%
September 30, 2018 19.62%
August 31, 2018 19.62%
July 31, 2018 19.62%
June 30, 2018 19.62%
May 31, 2018 19.62%

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

19.62%
Minimum
Jul 2017
36.27%
Maximum
Mar 2020
28.01%
Average
22.09%
Median
Dec 2018