Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
June 30, 2022 40.92%
May 31, 2022 39.60%
April 30, 2022 34.05%
March 31, 2022 34.05%
February 28, 2022 34.05%
January 31, 2022 34.05%
December 31, 2021 34.05%
November 30, 2021 34.05%
October 31, 2021 34.05%
September 30, 2021 34.05%
August 31, 2021 34.05%
July 31, 2021 34.05%
June 30, 2021 34.05%
May 31, 2021 34.05%
April 30, 2021 34.05%
March 31, 2021 34.05%
February 28, 2021 34.05%
January 31, 2021 34.05%
December 31, 2020 34.05%
November 30, 2020 34.43%
October 31, 2020 34.43%
September 30, 2020 34.43%
August 31, 2020 34.43%
July 31, 2020 34.43%
June 30, 2020 34.43%
Date Value
May 31, 2020 34.43%
April 30, 2020 34.43%
March 31, 2020 34.43%
February 29, 2020 34.43%
January 31, 2020 34.43%
December 31, 2019 34.43%
November 30, 2019 34.43%
October 31, 2019 34.43%
September 30, 2019 34.43%
August 31, 2019 34.43%
July 31, 2019 34.43%
June 30, 2019 34.43%
May 31, 2019 34.43%
April 30, 2019 34.43%
March 31, 2019 34.43%
February 28, 2019 34.43%
January 31, 2019 34.43%
December 31, 2018 34.43%
November 30, 2018 34.43%
October 31, 2018 34.43%
September 30, 2018 34.43%
August 31, 2018 34.43%
July 31, 2018 34.43%
June 30, 2018 34.43%
May 31, 2018 34.43%

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

34.05%
Minimum
Dec 2020
40.92%
Maximum
Jun 2022
34.52%
Average
34.43%
Median
Jul 2017