Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2022 47.79%
June 30, 2022 47.79%
May 31, 2022 46.47%
April 30, 2022 38.06%
March 31, 2022 36.18%
February 28, 2022 36.18%
January 31, 2022 36.18%
December 31, 2021 36.18%
November 30, 2021 36.18%
October 31, 2021 36.18%
September 30, 2021 36.18%
August 31, 2021 36.18%
July 31, 2021 36.18%
June 30, 2021 36.18%
May 31, 2021 36.18%
April 30, 2021 36.18%
March 31, 2021 36.18%
February 28, 2021 36.18%
January 31, 2021 36.18%
December 31, 2020 36.18%
November 30, 2020 36.18%
October 31, 2020 36.18%
September 30, 2020 36.18%
August 31, 2020 36.18%
July 31, 2020 36.18%
Date Value
June 30, 2020 36.18%
May 31, 2020 36.18%
April 30, 2020 36.18%
March 31, 2020 36.18%
February 29, 2020 32.12%
January 31, 2020 32.12%
December 31, 2019 32.12%
November 30, 2019 32.12%
October 31, 2019 32.12%
September 30, 2019 32.12%
August 31, 2019 32.12%
July 31, 2019 32.12%
June 30, 2019 32.12%
May 31, 2019 32.12%
April 30, 2019 32.12%
March 31, 2019 32.12%
February 28, 2019 32.12%
January 31, 2019 32.12%
December 31, 2018 32.12%
November 30, 2018 31.76%
October 31, 2018 31.76%
September 30, 2018 31.76%
August 31, 2018 31.76%
July 31, 2018 31.76%
June 30, 2018 31.76%

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

31.76%
Minimum
Aug 2017
47.79%
Maximum
Jun 2022
34.58%
Average
32.12%
Median
Dec 2018