Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2022 49.68%
April 30, 2022 43.12%
March 31, 2022 41.60%
February 28, 2022 38.80%
January 31, 2022 38.80%
December 31, 2021 37.22%
November 30, 2021 37.22%
October 31, 2021 37.22%
September 30, 2021 37.22%
August 31, 2021 37.22%
July 31, 2021 37.22%
June 30, 2021 37.22%
May 31, 2021 37.22%
April 30, 2021 37.22%
March 31, 2021 37.22%
February 28, 2021 37.22%
January 31, 2021 37.22%
December 31, 2020 37.22%
November 30, 2020 38.24%
October 31, 2020 38.24%
September 30, 2020 38.24%
August 31, 2020 38.24%
July 31, 2020 38.24%
June 30, 2020 38.24%
May 31, 2020 38.24%
Date Value
April 30, 2020 38.24%
March 31, 2020 38.24%
February 29, 2020 38.24%
January 31, 2020 38.24%
December 31, 2019 38.24%
November 30, 2019 38.24%
October 31, 2019 38.24%
September 30, 2019 38.24%
August 31, 2019 38.24%
July 31, 2019 38.24%
June 30, 2019 38.24%
May 31, 2019 38.24%
April 30, 2019 38.24%
March 31, 2019 38.24%
February 28, 2019 38.24%
January 31, 2019 38.24%
December 31, 2018 38.24%
November 30, 2018 38.24%
October 31, 2018 38.24%
September 30, 2018 38.24%
August 31, 2018 38.24%
July 31, 2018 38.24%
June 30, 2018 38.24%
May 31, 2018 38.24%
April 30, 2018 38.24%

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

37.22%
Minimum
Dec 2020
49.68%
Maximum
May 2022
38.37%
Average
38.24%
Median
Jun 2017