Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2022 46.40%
June 30, 2022 46.40%
May 31, 2022 44.40%
April 30, 2022 40.19%
March 31, 2022 40.19%
February 28, 2022 40.19%
January 31, 2022 40.19%
December 31, 2021 40.19%
November 30, 2021 40.19%
October 31, 2021 40.19%
September 30, 2021 40.19%
August 31, 2021 40.19%
July 31, 2021 40.19%
June 30, 2021 40.19%
May 31, 2021 40.19%
April 30, 2021 40.19%
March 31, 2021 40.19%
February 28, 2021 40.19%
January 31, 2021 40.19%
December 31, 2020 40.19%
November 30, 2020 40.19%
October 31, 2020 40.19%
September 30, 2020 40.19%
August 31, 2020 40.19%
July 31, 2020 40.19%
Date Value
June 30, 2020 40.19%
May 31, 2020 40.19%
April 30, 2020 40.19%
March 31, 2020 40.19%
February 29, 2020 34.60%
January 31, 2020 34.60%
December 31, 2019 34.60%
November 30, 2019 34.60%
October 31, 2019 34.60%
September 30, 2019 34.60%
August 31, 2019 34.60%
July 31, 2019 34.60%
June 30, 2019 34.60%
May 31, 2019 34.60%
April 30, 2019 34.60%
March 31, 2019 34.60%
February 28, 2019 34.60%
January 31, 2019 34.60%
December 31, 2018 34.60%
November 30, 2018 34.60%
October 31, 2018 34.60%
September 30, 2018 34.60%
August 31, 2018 34.60%
July 31, 2018 34.60%
June 30, 2018 34.60%

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

34.60%
Minimum
Aug 2017
46.40%
Maximum
Jun 2022
37.58%
Average
34.60%
Median
Aug 2017