Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2022 34.34%
April 30, 2022 34.34%
March 31, 2022 34.34%
February 28, 2022 34.34%
January 31, 2022 34.34%
December 31, 2021 34.34%
November 30, 2021 34.34%
October 31, 2021 34.34%
September 30, 2021 34.34%
August 31, 2021 34.34%
July 31, 2021 34.34%
June 30, 2021 34.34%
May 31, 2021 34.34%
April 30, 2021 34.34%
March 31, 2021 34.34%
February 28, 2021 34.34%
January 31, 2021 34.34%
December 31, 2020 34.34%
November 30, 2020 34.34%
October 31, 2020 34.34%
September 30, 2020 34.34%
August 31, 2020 34.34%
July 31, 2020 34.34%
June 30, 2020 34.34%
May 31, 2020 34.34%
Date Value
April 30, 2020 34.34%
March 31, 2020 34.34%
February 29, 2020 18.10%
January 31, 2020 18.10%
December 31, 2019 18.10%
November 30, 2019 18.10%
October 31, 2019 18.10%
September 30, 2019 18.10%
August 31, 2019 18.10%
July 31, 2019 18.10%
June 30, 2019 18.10%
May 31, 2019 18.10%
April 30, 2019 18.10%
March 31, 2019 18.10%
February 28, 2019 18.10%
January 31, 2019 18.10%
December 31, 2018 18.10%
November 30, 2018 13.58%
October 31, 2018 13.58%
September 30, 2018 13.58%
August 31, 2018 13.58%
July 31, 2018 13.58%
June 30, 2018 13.58%
May 31, 2018 13.58%
April 30, 2018 13.58%

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

13.58%
Minimum
Jun 2017
34.34%
Maximum
Mar 2020
24.05%
Average
18.10%
Median
Dec 2018