Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2022 56.91%
April 30, 2022 45.10%
March 31, 2022 45.10%
February 28, 2022 42.97%
January 31, 2022 41.66%
December 31, 2021 35.93%
November 30, 2021 35.93%
October 31, 2021 35.93%
September 30, 2021 35.93%
August 31, 2021 35.93%
July 31, 2021 35.93%
June 30, 2021 35.93%
May 31, 2021 35.93%
April 30, 2021 35.93%
March 31, 2021 35.93%
February 28, 2021 35.93%
January 31, 2021 35.93%
December 31, 2020 35.93%
November 30, 2020 35.93%
October 31, 2020 35.93%
September 30, 2020 35.93%
August 31, 2020 35.93%
July 31, 2020 35.93%
June 30, 2020 35.93%
May 31, 2020 35.93%
Date Value
April 30, 2020 35.93%
March 31, 2020 35.93%
February 29, 2020 30.36%
January 31, 2020 30.36%
December 31, 2019 30.36%
November 30, 2019 30.36%
October 31, 2019 30.36%
September 30, 2019 30.36%
August 31, 2019 30.36%
July 31, 2019 30.36%
June 30, 2019 30.36%
May 31, 2019 30.36%
April 30, 2019 30.36%
March 31, 2019 30.36%
February 28, 2019 30.36%
January 31, 2019 30.36%
December 31, 2018 30.36%
November 30, 2018 19.27%
October 31, 2018 18.51%
September 30, 2018 15.23%
August 31, 2018 15.23%
July 31, 2018 15.23%
June 30, 2018 15.23%
May 31, 2018 15.23%
April 30, 2018 15.23%

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

15.23%
Minimum
Jun 2017
56.91%
Maximum
May 2022
29.32%
Average
30.36%
Median
Dec 2018