Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
June 30, 2022 30.35%
May 31, 2022 30.35%
April 30, 2022 28.80%
March 31, 2022 28.10%
February 28, 2022 25.18%
January 31, 2022 25.18%
December 31, 2021 25.18%
November 30, 2021 25.18%
October 31, 2021 25.18%
September 30, 2021 25.18%
August 31, 2021 25.18%
July 31, 2021 25.18%
June 30, 2021 25.18%
May 31, 2021 25.18%
April 30, 2021 25.18%
March 31, 2021 25.18%
February 28, 2021 25.18%
January 31, 2021 25.18%
December 31, 2020 25.18%
November 30, 2020 25.18%
October 31, 2020 25.18%
September 30, 2020 25.18%
August 31, 2020 25.18%
July 31, 2020 25.18%
June 30, 2020 25.18%
Date Value
May 31, 2020 25.18%
April 30, 2020 25.18%
March 31, 2020 25.18%
February 29, 2020 21.17%
January 31, 2020 21.17%
December 31, 2019 21.17%
November 30, 2019 21.17%
October 31, 2019 21.17%
September 30, 2019 21.17%
August 31, 2019 21.17%
July 31, 2019 21.17%
June 30, 2019 21.17%
May 31, 2019 21.17%
April 30, 2019 21.17%
March 31, 2019 21.17%
February 28, 2019 21.17%
January 31, 2019 21.17%
December 31, 2018 21.17%
November 30, 2018 21.17%
October 31, 2018 21.17%
September 30, 2018 21.17%
August 31, 2018 21.17%
July 31, 2018 21.17%
June 30, 2018 21.17%
May 31, 2018 21.17%

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

21.17%
Minimum
Jul 2017
30.35%
Maximum
May 2022
23.32%
Average
21.17%
Median
Jul 2017