Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2022 39.37%
June 30, 2022 39.37%
May 31, 2022 39.37%
April 30, 2022 39.37%
March 31, 2022 39.37%
February 28, 2022 39.37%
January 31, 2022 39.37%
December 31, 2021 39.37%
November 30, 2021 39.37%
October 31, 2021 39.37%
September 30, 2021 39.37%
August 31, 2021 39.37%
July 31, 2021 39.37%
June 30, 2021 39.37%
May 31, 2021 39.37%
April 30, 2021 39.37%
March 31, 2021 39.37%
February 28, 2021 39.37%
January 31, 2021 39.37%
December 31, 2020 39.37%
November 30, 2020 39.37%
October 31, 2020 39.37%
September 30, 2020 39.37%
August 31, 2020 39.37%
July 31, 2020 39.37%
Date Value
June 30, 2020 39.37%
May 31, 2020 39.37%
April 30, 2020 39.37%
March 31, 2020 39.37%
February 29, 2020 18.61%
January 31, 2020 18.61%
December 31, 2019 18.61%
November 30, 2019 18.61%
October 31, 2019 18.61%
September 30, 2019 18.61%
August 31, 2019 18.61%
July 31, 2019 18.61%
June 30, 2019 18.61%
May 31, 2019 18.61%
April 30, 2019 18.61%
March 31, 2019 18.61%
February 28, 2019 18.61%
January 31, 2019 18.61%
December 31, 2018 18.61%
November 30, 2018 18.10%
October 31, 2018 18.10%
September 30, 2018 18.10%
August 31, 2018 18.10%
July 31, 2018 18.10%
June 30, 2018 18.10%

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

18.10%
Minimum
Aug 2017
39.37%
Maximum
Mar 2020
28.51%
Average
18.61%
Median
Dec 2018