Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2022 46.86%
April 30, 2022 39.50%
March 31, 2022 39.05%
February 28, 2022 39.05%
January 31, 2022 38.73%
December 31, 2021 38.73%
November 30, 2021 38.73%
October 31, 2021 38.73%
September 30, 2021 38.73%
August 31, 2021 38.73%
July 31, 2021 38.73%
June 30, 2021 38.73%
May 31, 2021 38.73%
April 30, 2021 38.73%
March 31, 2021 41.20%
February 28, 2021 41.20%
January 31, 2021 41.20%
December 31, 2020 42.41%
November 30, 2020 42.56%
October 31, 2020 42.56%
September 30, 2020 42.56%
August 31, 2020 42.56%
July 31, 2020 42.56%
June 30, 2020 42.56%
May 31, 2020 42.56%
Date Value
April 30, 2020 42.56%
March 31, 2020 42.56%
February 29, 2020 42.56%
January 31, 2020 42.56%
December 31, 2019 42.56%
November 30, 2019 42.56%
October 31, 2019 42.56%
September 30, 2019 42.56%
August 31, 2019 42.56%
July 31, 2019 42.56%
June 30, 2019 42.56%
May 31, 2019 42.56%
April 30, 2019 42.56%
March 31, 2019 42.56%
February 28, 2019 42.56%
January 31, 2019 42.56%
December 31, 2018 42.56%
November 30, 2018 42.56%
October 31, 2018 42.56%
September 30, 2018 42.56%
August 31, 2018 42.56%
July 31, 2018 42.56%
June 30, 2018 42.56%
May 31, 2018 42.56%
April 30, 2018 42.56%

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

38.73%
Minimum
Apr 2021
46.86%
Maximum
May 2022
41.75%
Average
42.56%
Median
Jun 2017