Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2022 45.23%
April 30, 2022 45.23%
March 31, 2022 45.23%
February 28, 2022 45.23%
January 31, 2022 45.23%
December 31, 2021 45.23%
November 30, 2021 45.23%
October 31, 2021 45.23%
September 30, 2021 45.23%
August 31, 2021 45.23%
July 31, 2021 45.23%
June 30, 2021 45.23%
May 31, 2021 45.23%
April 30, 2021 45.23%
March 31, 2021 45.23%
February 28, 2021 45.23%
January 31, 2021 45.23%
December 31, 2020 45.23%
November 30, 2020 45.23%
October 31, 2020 45.23%
September 30, 2020 45.23%
August 31, 2020 45.23%
July 31, 2020 45.23%
June 30, 2020 45.23%
May 31, 2020 45.23%
Date Value
April 30, 2020 45.23%
March 31, 2020 45.23%
February 29, 2020 26.56%
January 31, 2020 26.56%
December 31, 2019 26.56%
November 30, 2019 26.56%
October 31, 2019 26.56%
September 30, 2019 26.56%
August 31, 2019 26.56%
July 31, 2019 26.56%
June 30, 2019 26.56%
May 31, 2019 26.56%
April 30, 2019 26.56%
March 31, 2019 26.56%
February 28, 2019 26.56%
January 31, 2019 26.56%
December 31, 2018 26.56%
November 30, 2018 22.15%
October 31, 2018 22.15%
September 30, 2018 22.15%
August 31, 2018 22.15%
July 31, 2018 22.15%
June 30, 2018 22.15%
May 31, 2018 22.15%
April 30, 2018 22.15%

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

22.15%
Minimum
Jun 2017
45.23%
Maximum
Mar 2020
33.64%
Average
26.56%
Median
Dec 2018