Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
June 30, 2022 50.43%
May 31, 2022 50.02%
April 30, 2022 39.79%
March 31, 2022 38.66%
February 28, 2022 37.89%
January 31, 2022 37.89%
December 31, 2021 37.89%
November 30, 2021 37.89%
October 31, 2021 37.89%
September 30, 2021 37.89%
August 31, 2021 37.89%
July 31, 2021 37.89%
June 30, 2021 37.89%
May 31, 2021 37.89%
April 30, 2021 37.89%
March 31, 2021 37.89%
February 28, 2021 37.89%
January 31, 2021 37.89%
December 31, 2020 37.89%
November 30, 2020 37.89%
October 31, 2020 37.89%
September 30, 2020 37.89%
August 31, 2020 37.89%
July 31, 2020 37.89%
June 30, 2020 37.89%
Date Value
May 31, 2020 37.89%
April 30, 2020 37.89%
March 31, 2020 37.89%
February 29, 2020 30.01%
January 31, 2020 30.01%
December 31, 2019 30.01%
November 30, 2019 30.01%
October 31, 2019 30.01%
September 30, 2019 30.01%
August 31, 2019 30.01%
July 31, 2019 30.01%
June 30, 2019 30.01%
May 31, 2019 30.01%
April 30, 2019 30.01%
March 31, 2019 30.01%
February 28, 2019 30.01%
January 31, 2019 30.01%
December 31, 2018 30.01%
November 30, 2018 30.01%
October 31, 2018 30.01%
September 30, 2018 30.01%
August 31, 2018 30.01%
July 31, 2018 30.01%
June 30, 2018 30.01%
May 31, 2018 30.01%

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.

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Max Drawdown (5Y) Range, Past 5 Years

30.01%
Minimum
Jul 2017
50.43%
Maximum
Jun 2022
34.14%
Average
30.01%
Median
Jul 2017

Max Drawdown (5Y) Related Metrics