Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2022 49.11%
June 30, 2022 49.11%
May 31, 2022 49.11%
April 30, 2022 49.11%
March 31, 2022 49.11%
February 28, 2022 49.11%
January 31, 2022 49.11%
December 31, 2021 49.11%
November 30, 2021 49.11%
October 31, 2021 49.11%
September 30, 2021 49.11%
August 31, 2021 49.11%
July 31, 2021 49.11%
June 30, 2021 49.11%
May 31, 2021 49.11%
April 30, 2021 49.11%
March 31, 2021 49.11%
February 28, 2021 49.11%
January 31, 2021 49.11%
December 31, 2020 49.11%
November 30, 2020 49.11%
October 31, 2020 49.11%
September 30, 2020 49.11%
August 31, 2020 49.11%
July 31, 2020 49.11%
Date Value
June 30, 2020 49.11%
May 31, 2020 49.11%
April 30, 2020 49.11%
March 31, 2020 49.11%
February 29, 2020 26.55%
January 31, 2020 26.55%
December 31, 2019 26.55%
November 30, 2019 26.55%
October 31, 2019 26.55%
September 30, 2019 26.55%
August 31, 2019 26.55%
July 31, 2019 26.55%
June 30, 2019 26.55%
May 31, 2019 26.55%
April 30, 2019 26.55%
March 31, 2019 26.55%
February 28, 2019 26.55%
January 31, 2019 26.55%
December 31, 2018 26.55%
November 30, 2018 20.72%
October 31, 2018 20.72%
September 30, 2018 20.72%
August 31, 2018 20.72%
July 31, 2018 20.72%
June 30, 2018 20.72%

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

20.72%
Minimum
Aug 2017
49.11%
Maximum
Mar 2020
35.90%
Average
26.55%
Median
Dec 2018