Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2022 32.87%
April 30, 2022 31.47%
March 31, 2022 31.47%
February 28, 2022 31.47%
January 31, 2022 31.47%
December 31, 2021 31.47%
November 30, 2021 31.47%
October 31, 2021 31.47%
September 30, 2021 31.47%
August 31, 2021 31.47%
July 31, 2021 31.47%
June 30, 2021 31.47%
May 31, 2021 31.47%
April 30, 2021 31.47%
March 31, 2021 31.47%
February 28, 2021 31.47%
January 31, 2021 31.47%
December 31, 2020 31.47%
November 30, 2020 31.47%
October 31, 2020 31.47%
September 30, 2020 31.47%
August 31, 2020 31.47%
July 31, 2020 31.47%
June 30, 2020 31.47%
May 31, 2020 31.47%
Date Value
April 30, 2020 31.47%
March 31, 2020 31.47%
February 29, 2020 22.15%
January 31, 2020 22.15%
December 31, 2019 22.15%
November 30, 2019 22.15%
October 31, 2019 22.15%
September 30, 2019 22.15%
August 31, 2019 22.15%
July 31, 2019 22.15%
June 30, 2019 22.15%
May 31, 2019 22.15%
April 30, 2019 22.15%
March 31, 2019 22.15%
February 28, 2019 22.15%
January 31, 2019 22.15%
December 31, 2018 22.15%
November 30, 2018 19.98%
October 31, 2018 19.98%
September 30, 2018 19.98%
August 31, 2018 19.98%
July 31, 2018 19.98%
June 30, 2018 19.98%
May 31, 2018 19.98%
April 30, 2018 19.98%

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

19.98%
Minimum
Jun 2017
32.87%
Maximum
May 2022
25.72%
Average
22.15%
Median
Dec 2018