Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2022 39.55%
April 30, 2022 32.50%
March 31, 2022 31.03%
February 28, 2022 30.42%
January 31, 2022 30.42%
December 31, 2021 30.42%
November 30, 2021 30.42%
October 31, 2021 30.42%
September 30, 2021 30.42%
August 31, 2021 30.42%
July 31, 2021 30.42%
June 30, 2021 30.42%
May 31, 2021 30.42%
April 30, 2021 30.42%
March 31, 2021 30.42%
February 28, 2021 30.42%
January 31, 2021 30.42%
December 31, 2020 30.42%
November 30, 2020 30.42%
October 31, 2020 30.42%
September 30, 2020 30.42%
August 31, 2020 30.42%
July 31, 2020 30.42%
June 30, 2020 30.42%
May 31, 2020 30.42%
Date Value
April 30, 2020 30.42%
March 31, 2020 30.42%
February 29, 2020 26.77%
January 31, 2020 26.77%
December 31, 2019 26.77%
November 30, 2019 26.77%
October 31, 2019 26.77%
September 30, 2019 26.77%
August 31, 2019 26.77%
July 31, 2019 26.77%
June 30, 2019 26.77%
May 31, 2019 26.77%
April 30, 2019 26.77%
March 31, 2019 26.77%
February 28, 2019 26.77%
January 31, 2019 26.77%
December 31, 2018 26.77%
November 30, 2018 20.03%
October 31, 2018 18.03%
September 30, 2018 18.03%
August 31, 2018 18.03%
July 31, 2018 18.03%
June 30, 2018 18.03%
May 31, 2018 18.03%
April 30, 2018 18.03%

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

18.03%
Minimum
Jun 2017
39.55%
Maximum
May 2022
26.02%
Average
26.77%
Median
Dec 2018