Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2022 42.89%
April 30, 2022 42.89%
March 31, 2022 42.89%
February 28, 2022 42.89%
January 31, 2022 42.89%
December 31, 2021 42.89%
November 30, 2021 42.89%
October 31, 2021 42.89%
September 30, 2021 42.89%
August 31, 2021 42.89%
July 31, 2021 42.89%
June 30, 2021 42.89%
May 31, 2021 42.89%
April 30, 2021 42.89%
March 31, 2021 42.89%
February 28, 2021 42.89%
January 31, 2021 42.89%
December 31, 2020 42.89%
November 30, 2020 42.89%
October 31, 2020 42.89%
September 30, 2020 42.89%
August 31, 2020 42.89%
July 31, 2020 42.89%
June 30, 2020 42.89%
May 31, 2020 42.89%
Date Value
April 30, 2020 42.89%
March 31, 2020 42.89%
February 29, 2020 26.04%
January 31, 2020 26.04%
December 31, 2019 26.04%
November 30, 2019 26.04%
October 31, 2019 26.04%
September 30, 2019 26.04%
August 31, 2019 26.04%
July 31, 2019 26.04%
June 30, 2019 26.04%
May 31, 2019 26.04%
April 30, 2019 26.04%
March 31, 2019 26.04%
February 28, 2019 26.04%
January 31, 2019 26.04%
December 31, 2018 26.04%
November 30, 2018 23.71%
October 31, 2018 23.71%
September 30, 2018 23.71%
August 31, 2018 23.71%
July 31, 2018 23.71%
June 30, 2018 23.71%
May 31, 2018 23.71%
April 30, 2018 23.71%

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

23.71%
Minimum
Jun 2017
42.89%
Maximum
Mar 2020
32.92%
Average
26.04%
Median
Dec 2018