Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2022 35.59%
April 30, 2022 35.59%
March 31, 2022 35.59%
February 28, 2022 35.59%
January 31, 2022 35.59%
December 31, 2021 35.59%
November 30, 2021 35.59%
October 31, 2021 35.59%
September 30, 2021 35.59%
August 31, 2021 35.59%
July 31, 2021 35.59%
June 30, 2021 35.59%
May 31, 2021 35.59%
April 30, 2021 35.59%
March 31, 2021 35.59%
February 28, 2021 35.59%
January 31, 2021 35.59%
December 31, 2020 35.59%
November 30, 2020 35.59%
October 31, 2020 35.59%
September 30, 2020 35.59%
August 31, 2020 35.59%
July 31, 2020 35.59%
June 30, 2020 35.59%
May 31, 2020 35.59%
Date Value
April 30, 2020 35.59%
March 31, 2020 35.59%
February 29, 2020 19.83%
January 31, 2020 19.83%
December 31, 2019 19.83%
November 30, 2019 19.83%
October 31, 2019 19.83%
September 30, 2019 19.83%
August 31, 2019 19.83%
July 31, 2019 19.83%
June 30, 2019 19.83%
May 31, 2019 19.83%
April 30, 2019 19.83%
March 31, 2019 19.83%
February 28, 2019 19.83%
January 31, 2019 19.83%
December 31, 2018 19.83%
November 30, 2018 13.48%
October 31, 2018 13.48%
September 30, 2018 13.06%
August 31, 2018 13.06%
July 31, 2018 13.06%
June 30, 2018 13.06%
May 31, 2018 13.06%
April 30, 2018 13.06%

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

11.70%
Minimum
Jul 2017
35.59%
Maximum
Mar 2020
25.07%
Average
19.83%
Median
Dec 2018