Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2022 46.58%
April 30, 2022 43.95%
March 31, 2022 42.73%
February 28, 2022 34.53%
January 31, 2022 34.53%
December 31, 2021 34.53%
November 30, 2021 34.53%
October 31, 2021 34.53%
September 30, 2021 34.53%
August 31, 2021 34.53%
July 31, 2021 34.53%
June 30, 2021 34.53%
May 31, 2021 34.53%
April 30, 2021 34.53%
March 31, 2021 34.53%
February 28, 2021 34.53%
January 31, 2021 34.53%
December 31, 2020 34.53%
November 30, 2020 34.53%
October 31, 2020 34.53%
September 30, 2020 34.53%
August 31, 2020 34.53%
July 31, 2020 34.53%
June 30, 2020 34.53%
May 31, 2020 34.53%
Date Value
April 30, 2020 34.53%
March 31, 2020 34.53%
February 29, 2020 30.29%
January 31, 2020 30.29%
December 31, 2019 30.29%
November 30, 2019 30.29%
October 31, 2019 30.29%
September 30, 2019 30.29%
August 31, 2019 30.29%
July 31, 2019 30.29%
June 30, 2019 30.29%
May 31, 2019 30.29%
April 30, 2019 30.29%
March 31, 2019 30.29%
February 28, 2019 30.29%
January 31, 2019 30.29%
December 31, 2018 30.29%
November 30, 2018 27.54%
October 31, 2018 27.54%
September 30, 2018 27.54%
August 31, 2018 27.54%
July 31, 2018 27.54%
June 30, 2018 27.54%
May 31, 2018 27.54%
April 30, 2018 27.54%

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

27.54%
Minimum
Sep 2017
46.58%
Maximum
May 2022
32.28%
Average
30.47%
Median