Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2022 36.89%
June 30, 2022 36.89%
May 31, 2022 36.89%
April 30, 2022 36.89%
March 31, 2022 36.89%
February 28, 2022 36.89%
January 31, 2022 36.89%
December 31, 2021 36.89%
November 30, 2021 36.89%
October 31, 2021 36.89%
September 30, 2021 36.89%
August 31, 2021 36.89%
July 31, 2021 36.89%
June 30, 2021 36.89%
May 31, 2021 36.89%
April 30, 2021 36.89%
March 31, 2021 36.89%
February 28, 2021 36.89%
January 31, 2021 36.89%
December 31, 2020 36.89%
November 30, 2020 36.89%
October 31, 2020 36.89%
September 30, 2020 36.89%
August 31, 2020 36.89%
July 31, 2020 36.89%
Date Value
June 30, 2020 36.89%
May 31, 2020 36.89%
April 30, 2020 36.89%
March 31, 2020 36.89%
February 29, 2020 21.73%
January 31, 2020 21.73%
December 31, 2019 21.73%
November 30, 2019 21.73%
October 31, 2019 21.73%
September 30, 2019 21.73%
August 31, 2019 21.73%
July 31, 2019 21.73%
June 30, 2019 21.73%
May 31, 2019 21.73%
April 30, 2019 21.73%
March 31, 2019 21.73%
February 28, 2019 21.73%
January 31, 2019 21.73%
December 31, 2018 21.73%
November 30, 2018 16.12%
October 31, 2018 16.12%
September 30, 2018 16.12%
August 31, 2018 16.12%
July 31, 2018 16.12%
June 30, 2018 16.12%

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

16.12%
Minimum
Aug 2017
36.89%
Maximum
Mar 2020
27.56%
Average
21.73%
Median
Dec 2018