Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2022 32.75%
June 30, 2022 32.75%
May 31, 2022 32.75%
April 30, 2022 32.75%
March 31, 2022 32.75%
February 28, 2022 32.75%
January 31, 2022 32.75%
December 31, 2021 32.75%
November 30, 2021 32.75%
October 31, 2021 32.75%
September 30, 2021 32.75%
August 31, 2021 32.75%
July 31, 2021 32.75%
June 30, 2021 32.75%
May 31, 2021 32.75%
April 30, 2021 32.75%
March 31, 2021 32.75%
February 28, 2021 32.75%
January 31, 2021 32.75%
December 31, 2020 32.75%
November 30, 2020 32.75%
October 31, 2020 32.75%
September 30, 2020 32.75%
August 31, 2020 32.75%
July 31, 2020 32.75%
Date Value
June 30, 2020 32.75%
May 31, 2020 32.75%
April 30, 2020 32.75%
March 31, 2020 32.75%
February 29, 2020 22.33%
January 31, 2020 22.33%
December 31, 2019 22.33%
November 30, 2019 22.33%
October 31, 2019 22.33%
September 30, 2019 22.33%
August 31, 2019 22.33%
July 31, 2019 22.33%
June 30, 2019 22.33%
May 31, 2019 22.33%
April 30, 2019 22.33%
March 31, 2019 22.33%
February 28, 2019 22.33%
January 31, 2019 22.33%
December 31, 2018 22.33%
November 30, 2018 15.94%
October 31, 2018 15.94%
September 30, 2018 15.94%
August 31, 2018 15.94%
July 31, 2018 15.94%
June 30, 2018 15.94%

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.

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Max Drawdown (5Y) Range, Past 5 Years

15.94%
Minimum
Aug 2017
32.75%
Maximum
Mar 2020
25.66%
Average
22.33%
Median
Dec 2018