Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2022 40.31%
April 30, 2022 35.59%
March 31, 2022 35.59%
February 28, 2022 35.59%
January 31, 2022 35.59%
December 31, 2021 35.59%
November 30, 2021 35.59%
October 31, 2021 35.59%
September 30, 2021 35.59%
August 31, 2021 35.59%
July 31, 2021 35.59%
June 30, 2021 35.59%
May 31, 2021 35.59%
April 30, 2021 35.59%
March 31, 2021 35.59%
February 28, 2021 35.59%
January 31, 2021 35.59%
December 31, 2020 35.59%
November 30, 2020 35.59%
October 31, 2020 35.59%
September 30, 2020 35.59%
August 31, 2020 35.59%
July 31, 2020 35.59%
June 30, 2020 35.59%
May 31, 2020 35.59%
Date Value
April 30, 2020 35.59%
March 31, 2020 35.59%
February 29, 2020 28.79%
January 31, 2020 28.79%
December 31, 2019 28.79%
November 30, 2019 28.79%
October 31, 2019 28.79%
September 30, 2019 28.79%
August 31, 2019 28.79%
July 31, 2019 28.79%
June 30, 2019 28.79%
May 31, 2019 28.79%
April 30, 2019 28.79%
March 31, 2019 28.79%
February 28, 2019 28.79%
January 31, 2019 28.79%
December 31, 2018 28.79%
November 30, 2018 27.02%
October 31, 2018 27.02%
September 30, 2018 27.02%
August 31, 2018 27.02%
July 31, 2018 27.02%
June 30, 2018 27.02%
May 31, 2018 27.02%
April 30, 2018 27.02%

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

27.02%
Minimum
Jun 2017
40.31%
Maximum
May 2022
31.40%
Average
28.79%
Median
Dec 2018