Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
June 30, 2022 37.61%
May 31, 2022 36.31%
April 30, 2022 30.21%
March 31, 2022 30.21%
February 28, 2022 30.21%
January 31, 2022 30.21%
December 31, 2021 30.21%
November 30, 2021 30.21%
October 31, 2021 30.21%
September 30, 2021 30.21%
August 31, 2021 30.21%
July 31, 2021 30.21%
June 30, 2021 30.21%
May 31, 2021 30.21%
April 30, 2021 30.21%
March 31, 2021 30.21%
February 28, 2021 30.21%
January 31, 2021 30.21%
December 31, 2020 30.21%
November 30, 2020 30.21%
October 31, 2020 30.21%
September 30, 2020 30.21%
August 31, 2020 30.21%
July 31, 2020 30.21%
June 30, 2020 30.21%
Date Value
May 31, 2020 30.21%
April 30, 2020 30.21%
March 31, 2020 30.21%
February 29, 2020 26.67%
January 31, 2020 26.67%
December 31, 2019 26.67%
November 30, 2019 26.67%
October 31, 2019 26.67%
September 30, 2019 26.67%
August 31, 2019 26.67%
July 31, 2019 26.67%
June 30, 2019 26.67%
May 31, 2019 26.67%
April 30, 2019 26.67%
March 31, 2019 26.67%
February 28, 2019 26.67%
January 31, 2019 26.67%
December 31, 2018 26.67%
November 30, 2018 20.66%
October 31, 2018 20.66%
September 30, 2018 20.66%
August 31, 2018 20.66%
July 31, 2018 20.66%
June 30, 2018 20.66%
May 31, 2018 20.66%

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

20.66%
Minimum
Oct 2017
37.61%
Maximum
Jun 2022
27.11%
Average
26.67%
Median
Dec 2018