Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2022 38.68%
April 30, 2022 36.22%
March 31, 2022 36.22%
February 28, 2022 36.22%
January 31, 2022 36.22%
December 31, 2021 36.22%
November 30, 2021 36.22%
October 31, 2021 36.22%
September 30, 2021 36.22%
August 31, 2021 36.22%
July 31, 2021 36.22%
June 30, 2021 36.22%
May 31, 2021 36.22%
April 30, 2021 36.22%
March 31, 2021 36.22%
February 28, 2021 36.22%
January 31, 2021 36.22%
December 31, 2020 36.22%
November 30, 2020 36.22%
October 31, 2020 36.22%
September 30, 2020 36.22%
August 31, 2020 36.22%
July 31, 2020 36.22%
June 30, 2020 36.22%
May 31, 2020 36.22%
Date Value
April 30, 2020 36.22%
March 31, 2020 36.22%
February 29, 2020 21.12%
January 31, 2020 21.12%
December 31, 2019 21.12%
November 30, 2019 21.12%
October 31, 2019 21.12%
September 30, 2019 21.12%
August 31, 2019 21.12%
July 31, 2019 21.12%
June 30, 2019 21.12%
May 31, 2019 21.12%
April 30, 2019 21.12%
March 31, 2019 21.12%
February 28, 2019 21.12%
January 31, 2019 21.12%
December 31, 2018 21.12%
November 30, 2018 14.62%
October 31, 2018 14.62%
September 30, 2018 10.14%
August 31, 2018 10.14%
July 31, 2018 10.14%
June 30, 2018 10.14%
May 31, 2018 10.14%
April 30, 2018 10.14%

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

7.52%
Minimum
Jun 2017
38.68%
Maximum
May 2022
24.46%
Average
21.12%
Median
Dec 2018

Max Drawdown (5Y) Related Metrics