Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2022 29.89%
April 30, 2022 28.35%
March 31, 2022 27.69%
February 28, 2022 25.05%
January 31, 2022 25.05%
December 31, 2021 25.05%
November 30, 2021 25.05%
October 31, 2021 25.05%
September 30, 2021 25.05%
August 31, 2021 25.05%
July 31, 2021 25.05%
June 30, 2021 25.05%
May 31, 2021 25.05%
April 30, 2021 25.05%
March 31, 2021 25.05%
February 28, 2021 25.05%
January 31, 2021 25.05%
December 31, 2020 25.05%
November 30, 2020 25.05%
October 31, 2020 25.05%
September 30, 2020 25.05%
August 31, 2020 25.05%
July 31, 2020 25.05%
June 30, 2020 25.05%
May 31, 2020 25.05%
Date Value
April 30, 2020 25.05%
March 31, 2020 25.05%
February 29, 2020 21.53%
January 31, 2020 21.53%
December 31, 2019 21.53%
November 30, 2019 21.53%
October 31, 2019 21.53%
September 30, 2019 21.53%
August 31, 2019 21.53%
July 31, 2019 21.53%
June 30, 2019 21.53%
May 31, 2019 21.53%
April 30, 2019 21.53%
March 31, 2019 21.53%
February 28, 2019 21.53%
January 31, 2019 21.53%
December 31, 2018 21.53%
November 30, 2018 21.53%
October 31, 2018 21.53%
September 30, 2018 21.53%
August 31, 2018 21.53%
July 31, 2018 21.53%
June 30, 2018 21.53%
May 31, 2018 21.53%
April 30, 2018 21.53%

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

21.53%
Minimum
Aug 2017
29.89%
Maximum
May 2022
23.41%
Average
21.53%
Median
Aug 2017