Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2022 39.74%
April 30, 2022 32.23%
March 31, 2022 30.77%
February 28, 2022 30.77%
January 31, 2022 30.77%
December 31, 2021 30.77%
November 30, 2021 30.77%
October 31, 2021 30.77%
September 30, 2021 30.77%
August 31, 2021 30.77%
July 31, 2021 30.77%
June 30, 2021 30.77%
May 31, 2021 30.77%
April 30, 2021 30.77%
March 31, 2021 30.77%
February 28, 2021 30.77%
January 31, 2021 30.77%
December 31, 2020 30.77%
November 30, 2020 30.77%
October 31, 2020 30.77%
September 30, 2020 30.77%
August 31, 2020 30.77%
July 31, 2020 30.77%
June 30, 2020 30.77%
May 31, 2020 30.77%
Date Value
April 30, 2020 30.77%
March 31, 2020 30.77%
February 29, 2020 20.36%
January 31, 2020 20.36%
December 31, 2019 20.36%
November 30, 2019 20.36%
October 31, 2019 20.36%
September 30, 2019 20.36%
August 31, 2019 20.36%
July 31, 2019 20.36%
June 30, 2019 20.36%
May 31, 2019 20.36%
April 30, 2019 20.36%
March 31, 2019 20.36%
February 28, 2019 20.36%
January 31, 2019 20.36%
December 31, 2018 20.36%
November 30, 2018 17.61%
October 31, 2018 17.61%
September 30, 2018 17.61%
August 31, 2018 17.61%
July 31, 2018 17.61%
June 30, 2018 17.61%
May 31, 2018 17.61%
April 30, 2018 17.61%

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

17.61%
Minimum
Jun 2017
39.74%
Maximum
May 2022
24.40%
Average
20.36%
Median
Dec 2018