Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
June 30, 2022 33.67%
May 31, 2022 30.31%
April 30, 2022 30.31%
March 31, 2022 30.31%
February 28, 2022 30.31%
January 31, 2022 30.31%
December 31, 2021 30.31%
November 30, 2021 30.31%
October 31, 2021 30.31%
September 30, 2021 30.31%
August 31, 2021 30.31%
July 31, 2021 30.31%
June 30, 2021 30.31%
May 31, 2021 30.31%
April 30, 2021 30.31%
March 31, 2021 30.31%
February 28, 2021 30.31%
January 31, 2021 30.31%
December 31, 2020 30.31%
November 30, 2020 30.31%
October 31, 2020 30.31%
September 30, 2020 30.31%
August 31, 2020 30.31%
July 31, 2020 30.31%
June 30, 2020 30.31%
Date Value
May 31, 2020 30.31%
April 30, 2020 30.31%
March 31, 2020 30.31%
February 29, 2020 23.34%
January 31, 2020 23.34%
December 31, 2019 23.34%
November 30, 2019 23.34%
October 31, 2019 23.34%
September 30, 2019 23.34%
August 31, 2019 23.34%
July 31, 2019 23.34%
June 30, 2019 23.34%
May 31, 2019 23.34%
April 30, 2019 23.34%
March 31, 2019 23.34%
February 28, 2019 23.34%
January 31, 2019 23.34%
December 31, 2018 23.34%
November 30, 2018 19.84%
October 31, 2018 19.84%
September 30, 2018 19.84%
August 31, 2018 19.84%
July 31, 2018 19.84%
June 30, 2018 19.84%
May 31, 2018 19.84%

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

19.84%
Minimum
Jul 2017
33.67%
Maximum
Jun 2022
25.66%
Average
23.34%
Median
Dec 2018