Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2022 32.20%
April 30, 2022 32.20%
March 31, 2022 32.20%
February 28, 2022 32.20%
January 31, 2022 32.20%
December 31, 2021 32.20%
November 30, 2021 32.20%
October 31, 2021 32.20%
September 30, 2021 32.20%
August 31, 2021 32.20%
July 31, 2021 32.20%
June 30, 2021 32.20%
May 31, 2021 32.20%
April 30, 2021 32.20%
March 31, 2021 32.20%
February 28, 2021 32.20%
January 31, 2021 32.20%
December 31, 2020 32.20%
November 30, 2020 32.20%
October 31, 2020 32.20%
September 30, 2020 32.20%
August 31, 2020 32.20%
July 31, 2020 32.20%
June 30, 2020 32.20%
May 31, 2020 32.20%
Date Value
April 30, 2020 32.20%
March 31, 2020 32.20%
February 29, 2020 16.74%
January 31, 2020 16.74%
December 31, 2019 16.74%
November 30, 2019 16.74%
October 31, 2019 16.74%
September 30, 2019 16.74%
August 31, 2019 16.74%
July 31, 2019 16.74%
June 30, 2019 16.74%
May 31, 2019 16.74%
April 30, 2019 16.74%
March 31, 2019 16.74%
February 28, 2019 16.74%
January 31, 2019 16.74%
December 31, 2018 16.74%
November 30, 2018 11.70%
October 31, 2018 11.70%
September 30, 2018 11.70%
August 31, 2018 11.70%
July 31, 2018 11.70%
June 30, 2018 11.70%
May 31, 2018 11.70%
April 30, 2018 11.70%

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

11.70%
Minimum
Jun 2017
32.20%
Maximum
Mar 2020
22.18%
Average
16.74%
Median
Dec 2018