Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2022 36.94%
June 30, 2022 36.94%
May 31, 2022 36.94%
April 30, 2022 36.94%
March 31, 2022 36.94%
February 28, 2022 36.94%
January 31, 2022 36.94%
December 31, 2021 36.94%
November 30, 2021 36.94%
October 31, 2021 36.94%
September 30, 2021 36.94%
August 31, 2021 36.94%
July 31, 2021 36.94%
June 30, 2021 36.94%
May 31, 2021 36.94%
April 30, 2021 36.94%
March 31, 2021 36.94%
February 28, 2021 36.94%
January 31, 2021 36.94%
December 31, 2020 36.94%
November 30, 2020 36.94%
October 31, 2020 36.94%
September 30, 2020 36.94%
August 31, 2020 36.94%
July 31, 2020 36.94%
Date Value
June 30, 2020 36.94%
May 31, 2020 36.94%
April 30, 2020 36.94%
March 31, 2020 36.94%
February 29, 2020 21.95%
January 31, 2020 21.95%
December 31, 2019 21.95%
November 30, 2019 21.95%
October 31, 2019 21.95%
September 30, 2019 21.95%
August 31, 2019 21.95%
July 31, 2019 21.95%
June 30, 2019 21.95%
May 31, 2019 21.95%
April 30, 2019 21.95%
March 31, 2019 21.95%
February 28, 2019 21.95%
January 31, 2019 21.95%
December 31, 2018 21.95%
November 30, 2018 16.63%
October 31, 2018 16.63%
September 30, 2018 16.63%
August 31, 2018 16.63%
July 31, 2018 16.63%
June 30, 2018 16.63%

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

16.63%
Minimum
Aug 2017
36.94%
Maximum
Mar 2020
27.77%
Average
21.95%
Median
Dec 2018