Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2022 31.06%
April 30, 2022 31.06%
March 31, 2022 31.06%
February 28, 2022 31.06%
January 31, 2022 31.06%
December 31, 2021 31.06%
November 30, 2021 31.06%
October 31, 2021 31.06%
September 30, 2021 31.06%
August 31, 2021 31.06%
July 31, 2021 31.06%
June 30, 2021 31.06%
May 31, 2021 31.06%
April 30, 2021 31.06%
March 31, 2021 31.06%
February 28, 2021 31.06%
January 31, 2021 31.06%
December 31, 2020 31.06%
November 30, 2020 31.06%
October 31, 2020 31.06%
September 30, 2020 31.06%
August 31, 2020 31.06%
July 31, 2020 31.06%
June 30, 2020 31.06%
May 31, 2020 31.06%
Date Value
April 30, 2020 31.06%
March 31, 2020 31.06%
February 29, 2020 25.85%
January 31, 2020 25.85%
December 31, 2019 25.85%
November 30, 2019 25.85%
October 31, 2019 25.85%
September 30, 2019 25.85%
August 31, 2019 25.85%
July 31, 2019 25.85%
June 30, 2019 25.85%
May 31, 2019 25.85%
April 30, 2019 25.85%
March 31, 2019 25.85%
February 28, 2019 25.85%
January 31, 2019 25.85%
December 31, 2018 25.85%
November 30, 2018 19.71%
October 31, 2018 19.71%
September 30, 2018 19.71%
August 31, 2018 19.71%
July 31, 2018 19.71%
June 30, 2018 19.71%
May 31, 2018 19.71%
April 30, 2018 19.71%

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.

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Max Drawdown (5Y) Range, Past 5 Years

19.71%
Minimum
Jun 2017
31.06%
Maximum
Mar 2020
26.35%
Average
25.85%
Median
Dec 2018

Max Drawdown (5Y) Related Metrics