Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2022 42.05%
April 30, 2022 42.05%
March 31, 2022 42.05%
February 28, 2022 42.05%
January 31, 2022 42.05%
December 31, 2021 42.05%
November 30, 2021 42.05%
October 31, 2021 42.05%
September 30, 2021 42.05%
August 31, 2021 42.05%
July 31, 2021 42.05%
June 30, 2021 42.05%
May 31, 2021 42.05%
April 30, 2021 42.05%
March 31, 2021 42.05%
February 28, 2021 42.05%
January 31, 2021 42.05%
December 31, 2020 42.05%
November 30, 2020 42.05%
October 31, 2020 42.05%
September 30, 2020 42.05%
August 31, 2020 42.05%
July 31, 2020 42.05%
June 30, 2020 42.05%
May 31, 2020 42.05%
Date Value
April 30, 2020 42.05%
March 31, 2020 42.05%
February 29, 2020 23.25%
January 31, 2020 23.25%
December 31, 2019 23.25%
November 30, 2019 23.25%
October 31, 2019 23.25%
September 30, 2019 23.25%
August 31, 2019 23.25%
July 31, 2019 23.25%
June 30, 2019 23.25%
May 31, 2019 23.25%
April 30, 2019 23.25%
March 31, 2019 23.25%
February 28, 2019 23.25%
January 31, 2019 23.25%
December 31, 2018 23.25%
November 30, 2018 19.52%
October 31, 2018 19.52%
September 30, 2018 19.52%
August 31, 2018 19.52%
July 31, 2018 19.52%
June 30, 2018 19.52%
May 31, 2018 19.52%
April 30, 2018 19.52%

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

19.52%
Minimum
Jun 2017
42.05%
Maximum
Mar 2020
30.59%
Average
23.25%
Median
Dec 2018