Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2022 43.33%
June 30, 2022 43.33%
May 31, 2022 43.33%
April 30, 2022 43.33%
March 31, 2022 43.33%
February 28, 2022 43.33%
January 31, 2022 43.33%
December 31, 2021 43.33%
November 30, 2021 43.33%
October 31, 2021 43.33%
September 30, 2021 43.33%
August 31, 2021 43.33%
July 31, 2021 43.33%
June 30, 2021 43.33%
May 31, 2021 43.33%
April 30, 2021 43.33%
March 31, 2021 43.33%
February 28, 2021 43.33%
January 31, 2021 43.33%
December 31, 2020 43.33%
November 30, 2020 43.33%
October 31, 2020 43.33%
September 30, 2020 43.33%
August 31, 2020 43.33%
July 31, 2020 43.33%
Date Value
June 30, 2020 43.33%
May 31, 2020 43.33%
April 30, 2020 43.33%
March 31, 2020 43.33%
February 29, 2020 21.27%
January 31, 2020 21.27%
December 31, 2019 21.27%
November 30, 2019 21.27%
October 31, 2019 21.27%
September 30, 2019 21.27%
August 31, 2019 21.27%
July 31, 2019 21.27%
June 30, 2019 21.27%
May 31, 2019 21.27%
April 30, 2019 21.27%
March 31, 2019 21.27%
February 28, 2019 21.27%
January 31, 2019 21.27%
December 31, 2018 21.27%
November 30, 2018 20.43%
October 31, 2018 20.43%
September 30, 2018 20.43%
August 31, 2018 20.43%
July 31, 2018 20.43%
June 30, 2018 20.43%

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

20.43%
Minimum
Aug 2017
43.33%
Maximum
Mar 2020
31.71%
Average
21.27%
Median
Dec 2018