Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2022 31.52%
April 30, 2022 31.52%
March 31, 2022 31.52%
February 28, 2022 31.52%
January 31, 2022 31.52%
December 31, 2021 31.52%
November 30, 2021 31.52%
October 31, 2021 31.52%
September 30, 2021 31.52%
August 31, 2021 31.52%
July 31, 2021 31.52%
June 30, 2021 31.52%
May 31, 2021 31.52%
April 30, 2021 31.52%
March 31, 2021 31.52%
February 28, 2021 31.52%
January 31, 2021 31.52%
December 31, 2020 31.52%
November 30, 2020 31.52%
October 31, 2020 31.52%
September 30, 2020 31.52%
August 31, 2020 31.52%
July 31, 2020 31.52%
June 30, 2020 31.52%
May 31, 2020 31.52%
Date Value
April 30, 2020 31.52%
March 31, 2020 31.52%
February 29, 2020 26.53%
January 31, 2020 26.53%
December 31, 2019 26.53%
November 30, 2019 26.53%
October 31, 2019 26.53%
September 30, 2019 26.53%
August 31, 2019 26.53%
July 31, 2019 26.53%
June 30, 2019 26.53%
May 31, 2019 26.53%
April 30, 2019 26.53%
March 31, 2019 26.53%
February 28, 2019 26.53%
January 31, 2019 26.53%
December 31, 2018 26.53%
November 30, 2018 20.47%
October 31, 2018 20.47%
September 30, 2018 19.02%
August 31, 2018 19.02%
July 31, 2018 19.02%
June 30, 2018 19.02%
May 31, 2018 19.02%
April 30, 2018 19.02%

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

19.02%
Minimum
Jun 2017
31.52%
Maximum
Mar 2020
26.57%
Average
26.53%
Median
Dec 2018