Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2022 33.87%
June 30, 2022 33.87%
May 31, 2022 33.87%
April 30, 2022 33.87%
March 31, 2022 33.87%
February 28, 2022 33.87%
January 31, 2022 33.87%
December 31, 2021 33.87%
November 30, 2021 33.87%
October 31, 2021 33.87%
September 30, 2021 33.87%
August 31, 2021 33.87%
July 31, 2021 33.87%
June 30, 2021 33.87%
May 31, 2021 33.87%
April 30, 2021 33.87%
March 31, 2021 33.87%
February 28, 2021 33.87%
January 31, 2021 33.87%
December 31, 2020 33.87%
November 30, 2020 33.87%
October 31, 2020 33.87%
September 30, 2020 33.87%
August 31, 2020 33.87%
July 31, 2020 33.87%
Date Value
June 30, 2020 33.87%
May 31, 2020 33.87%
April 30, 2020 33.87%
March 31, 2020 33.87%
February 29, 2020 19.39%
January 31, 2020 19.39%
December 31, 2019 19.39%
November 30, 2019 19.39%
October 31, 2019 19.39%
September 30, 2019 19.39%
August 31, 2019 19.39%
July 31, 2019 19.39%
June 30, 2019 19.39%
May 31, 2019 19.39%
April 30, 2019 19.39%
March 31, 2019 19.39%
February 28, 2019 19.39%
January 31, 2019 19.39%
December 31, 2018 19.39%
November 30, 2018 10.09%
October 31, 2018 10.09%
September 30, 2018 10.09%
August 31, 2018 10.09%
July 31, 2018 10.09%
June 30, 2018 10.09%

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

5.52%
Minimum
Aug 2017
33.87%
Maximum
Mar 2020
23.45%
Average
19.39%
Median
Dec 2018