Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2022 33.61%
April 30, 2022 33.61%
March 31, 2022 33.61%
February 28, 2022 33.61%
January 31, 2022 33.61%
December 31, 2021 33.61%
November 30, 2021 33.61%
October 31, 2021 33.61%
September 30, 2021 33.61%
August 31, 2021 33.61%
July 31, 2021 33.61%
June 30, 2021 33.61%
May 31, 2021 33.61%
April 30, 2021 33.61%
March 31, 2021 33.61%
February 28, 2021 33.61%
January 31, 2021 33.61%
December 31, 2020 33.61%
November 30, 2020 33.61%
October 31, 2020 33.61%
September 30, 2020 33.61%
August 31, 2020 33.61%
July 31, 2020 33.61%
June 30, 2020 33.61%
May 31, 2020 33.61%
Date Value
April 30, 2020 33.61%
March 31, 2020 33.61%
February 29, 2020 26.11%
January 31, 2020 26.11%
December 31, 2019 26.11%
November 30, 2019 26.11%
October 31, 2019 26.11%
September 30, 2019 26.11%
August 31, 2019 26.11%
July 31, 2019 26.11%
June 30, 2019 26.11%
May 31, 2019 26.11%
April 30, 2019 26.11%
March 31, 2019 26.11%
February 28, 2019 26.11%
January 31, 2019 26.11%
December 31, 2018 26.11%
November 30, 2018 24.02%
October 31, 2018 24.02%
September 30, 2018 23.74%
August 31, 2018 23.74%
July 31, 2018 23.74%
June 30, 2018 23.74%
May 31, 2018 23.74%
April 30, 2018 23.74%

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

23.74%
Minimum
Jun 2017
33.61%
Maximum
Mar 2020
28.78%
Average
26.11%
Median
Dec 2018