Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2022 37.06%
April 30, 2022 37.06%
March 31, 2022 37.06%
February 28, 2022 37.06%
January 31, 2022 37.06%
December 31, 2021 37.06%
November 30, 2021 37.06%
October 31, 2021 37.06%
September 30, 2021 37.06%
August 31, 2021 37.06%
July 31, 2021 37.06%
June 30, 2021 37.06%
May 31, 2021 37.06%
April 30, 2021 37.06%
March 31, 2021 37.06%
February 28, 2021 37.06%
January 31, 2021 37.06%
December 31, 2020 37.06%
November 30, 2020 37.06%
October 31, 2020 37.06%
September 30, 2020 37.06%
August 31, 2020 37.06%
July 31, 2020 37.06%
June 30, 2020 37.06%
May 31, 2020 37.06%
Date Value
April 30, 2020 37.06%
March 31, 2020 37.06%
February 29, 2020 19.98%
January 31, 2020 19.98%
December 31, 2019 19.98%
November 30, 2019 19.98%
October 31, 2019 19.98%
September 30, 2019 19.98%
August 31, 2019 19.98%
July 31, 2019 19.98%
June 30, 2019 19.98%
May 31, 2019 19.98%
April 30, 2019 19.98%
March 31, 2019 19.98%
February 28, 2019 19.98%
January 31, 2019 19.98%
December 31, 2018 19.98%
November 30, 2018 17.33%
October 31, 2018 17.33%
September 30, 2018 17.33%
August 31, 2018 17.33%
July 31, 2018 17.33%
June 30, 2018 17.33%
May 31, 2018 17.33%
April 30, 2018 17.33%

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

17.33%
Minimum
Jun 2017
37.06%
Maximum
Mar 2020
26.87%
Average
19.98%
Median
Dec 2018