Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2022 36.04%
April 30, 2022 36.04%
March 31, 2022 36.04%
February 28, 2022 36.04%
January 31, 2022 36.04%
December 31, 2021 36.04%
November 30, 2021 36.04%
October 31, 2021 36.04%
September 30, 2021 36.04%
August 31, 2021 36.04%
July 31, 2021 36.04%
June 30, 2021 36.04%
May 31, 2021 36.04%
April 30, 2021 36.04%
March 31, 2021 36.04%
February 28, 2021 36.04%
January 31, 2021 36.04%
December 31, 2020 36.04%
November 30, 2020 36.04%
October 31, 2020 36.04%
September 30, 2020 36.04%
August 31, 2020 36.04%
July 31, 2020 36.04%
June 30, 2020 36.04%
May 31, 2020 36.04%
Date Value
April 30, 2020 36.04%
March 31, 2020 36.04%
February 29, 2020 27.78%
January 31, 2020 27.78%
December 31, 2019 27.78%
November 30, 2019 27.78%
October 31, 2019 27.78%
September 30, 2019 27.78%
August 31, 2019 27.78%
July 31, 2019 27.78%
June 30, 2019 27.78%
May 31, 2019 27.78%
April 30, 2019 27.78%
March 31, 2019 27.78%
February 28, 2019 27.78%
January 31, 2019 27.78%
December 31, 2018 27.78%
November 30, 2018 23.06%
October 31, 2018 23.00%
September 30, 2018 20.78%
August 31, 2018 20.78%
July 31, 2018 20.78%
June 30, 2018 20.78%
May 31, 2018 20.78%
April 30, 2018 20.78%

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

20.78%
Minimum
Jul 2017
36.04%
Maximum
Mar 2020
29.50%
Average
27.78%
Median
Dec 2018