Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2022 37.68%
April 30, 2022 31.64%
March 31, 2022 30.67%
February 28, 2022 28.64%
January 31, 2022 28.64%
December 31, 2021 28.64%
November 30, 2021 28.64%
October 31, 2021 28.64%
September 30, 2021 28.64%
August 31, 2021 28.64%
July 31, 2021 28.64%
June 30, 2021 28.64%
May 31, 2021 28.64%
April 30, 2021 28.64%
March 31, 2021 28.64%
February 28, 2021 28.64%
January 31, 2021 28.64%
December 31, 2020 28.64%
November 30, 2020 28.64%
October 31, 2020 28.64%
September 30, 2020 28.64%
August 31, 2020 28.64%
July 31, 2020 28.64%
June 30, 2020 28.64%
May 31, 2020 28.64%
Date Value
April 30, 2020 28.64%
March 31, 2020 28.64%
February 29, 2020 25.25%
January 31, 2020 25.25%
December 31, 2019 25.25%
November 30, 2019 25.25%
October 31, 2019 25.25%
September 30, 2019 25.25%
August 31, 2019 25.25%
July 31, 2019 25.25%
June 30, 2019 25.25%
May 31, 2019 25.25%
April 30, 2019 25.25%
March 31, 2019 25.25%
February 28, 2019 25.25%
January 31, 2019 25.25%
December 31, 2018 25.25%
November 30, 2018 22.22%
October 31, 2018 22.22%
September 30, 2018 22.22%
August 31, 2018 22.22%
July 31, 2018 22.22%
June 30, 2018 22.22%
May 31, 2018 22.22%
April 30, 2018 22.22%

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

22.22%
Minimum
Jun 2017
37.68%
Maximum
May 2022
26.10%
Average
25.25%
Median
Dec 2018