Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
June 30, 2022 46.80%
May 31, 2022 44.26%
April 30, 2022 37.13%
March 31, 2022 37.13%
February 28, 2022 37.13%
January 31, 2022 37.13%
December 31, 2021 37.13%
November 30, 2021 37.13%
October 31, 2021 37.13%
September 30, 2021 37.13%
August 31, 2021 37.13%
July 31, 2021 37.13%
June 30, 2021 37.13%
May 31, 2021 37.13%
April 30, 2021 37.13%
March 31, 2021 37.13%
February 28, 2021 37.13%
January 31, 2021 37.13%
December 31, 2020 37.13%
November 30, 2020 37.13%
October 31, 2020 37.13%
September 30, 2020 37.13%
August 31, 2020 37.13%
July 31, 2020 37.13%
June 30, 2020 37.13%
Date Value
May 31, 2020 37.13%
April 30, 2020 37.13%
March 31, 2020 37.13%
February 29, 2020 27.41%
January 31, 2020 27.41%
December 31, 2019 27.41%
November 30, 2019 27.41%
October 31, 2019 27.41%
September 30, 2019 27.41%
August 31, 2019 27.41%
July 31, 2019 27.41%
June 30, 2019 27.41%
May 31, 2019 27.41%
April 30, 2019 27.41%
March 31, 2019 27.41%
February 28, 2019 27.41%
January 31, 2019 27.41%
December 31, 2018 27.41%
November 30, 2018 26.59%
October 31, 2018 26.59%
September 30, 2018 26.59%
August 31, 2018 26.59%
July 31, 2018 26.59%
June 30, 2018 26.59%
May 31, 2018 26.59%

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

26.59%
Minimum
Jul 2017
46.80%
Maximum
Jun 2022
31.99%
Average
27.41%
Median
Dec 2018