Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2022 24.79%
April 30, 2022 24.79%
March 31, 2022 24.79%
February 28, 2022 24.79%
January 31, 2022 24.79%
December 31, 2021 24.79%
November 30, 2021 24.79%
October 31, 2021 24.79%
September 30, 2021 24.79%
August 31, 2021 24.79%
July 31, 2021 24.79%
June 30, 2021 24.79%
May 31, 2021 24.79%
April 30, 2021 24.79%
March 31, 2021 24.79%
February 28, 2021 24.79%
January 31, 2021 24.79%
December 31, 2020 24.79%
November 30, 2020 24.79%
October 31, 2020 24.79%
September 30, 2020 24.79%
August 31, 2020 24.79%
July 31, 2020 24.79%
June 30, 2020 24.79%
May 31, 2020 24.79%
Date Value
April 30, 2020 24.79%
March 31, 2020 24.79%
February 29, 2020 15.66%
January 31, 2020 15.66%
December 31, 2019 15.66%
November 30, 2019 15.66%
October 31, 2019 15.66%
September 30, 2019 15.66%
August 31, 2019 15.66%
July 31, 2019 15.66%
June 30, 2019 15.66%
May 31, 2019 15.66%
April 30, 2019 15.66%
March 31, 2019 15.66%
February 28, 2019 15.66%
January 31, 2019 15.66%
December 31, 2018 15.66%
November 30, 2018 10.30%
October 31, 2018 10.30%
September 30, 2018 10.30%
August 31, 2018 10.30%
July 31, 2018 10.30%
June 30, 2018 10.30%
May 31, 2018 10.30%
April 30, 2018 10.30%

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

10.17%
Minimum
Jun 2017
24.79%
Maximum
Mar 2020
18.15%
Average
15.66%
Median
Dec 2018