Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2022 14.24%
April 30, 2022 13.17%
March 31, 2022 9.93%
February 28, 2022 9.55%
January 31, 2022 9.55%
December 31, 2021 9.55%
November 30, 2021 9.55%
October 31, 2021 9.55%
September 30, 2021 9.55%
August 31, 2021 9.55%
July 31, 2021 9.55%
June 30, 2021 9.55%
May 31, 2021 9.55%
April 30, 2021 9.55%
March 31, 2021 9.55%
February 28, 2021 9.55%
January 31, 2021 9.55%
December 31, 2020 9.55%
November 30, 2020 9.55%
October 31, 2020 9.55%
September 30, 2020 9.55%
August 31, 2020 9.55%
July 31, 2020 9.55%
June 30, 2020 9.55%
May 31, 2020 9.55%
Date Value
April 30, 2020 9.55%
March 31, 2020 9.55%
February 29, 2020 4.02%
January 31, 2020 4.02%
December 31, 2019 4.02%
November 30, 2019 4.02%
October 31, 2019 4.02%
September 30, 2019 4.02%
August 31, 2019 4.02%
July 31, 2019 4.02%
June 30, 2019 4.02%
May 31, 2019 4.02%
April 30, 2019 4.02%
March 31, 2019 4.02%
February 28, 2019 4.02%
January 31, 2019 4.02%
December 31, 2018 4.02%
November 30, 2018 4.02%
October 31, 2018 3.87%
September 30, 2018 3.87%
August 31, 2018 3.87%
July 31, 2018 3.87%
June 30, 2018 5.70%
May 31, 2018 5.70%
April 30, 2018 5.70%

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

3.87%
Minimum
Jul 2018
14.24%
Maximum
May 2022
7.01%
Average
5.70%
Median
Jun 2017