Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2022 50.30%
June 30, 2022 50.30%
May 31, 2022 50.30%
April 30, 2022 50.30%
March 31, 2022 50.30%
February 28, 2022 50.30%
January 31, 2022 50.30%
December 31, 2021 50.30%
November 30, 2021 50.30%
October 31, 2021 50.30%
September 30, 2021 50.30%
August 31, 2021 50.30%
July 31, 2021 50.30%
June 30, 2021 50.30%
May 31, 2021 50.30%
April 30, 2021 50.30%
March 31, 2021 50.30%
February 28, 2021 50.30%
January 31, 2021 50.30%
December 31, 2020 50.30%
November 30, 2020 50.30%
October 31, 2020 50.30%
September 30, 2020 50.30%
August 31, 2020 50.30%
July 31, 2020 50.30%
Date Value
June 30, 2020 50.30%
May 31, 2020 50.30%
April 30, 2020 50.30%
March 31, 2020 50.30%
February 29, 2020 26.79%
January 31, 2020 26.79%
December 31, 2019 26.79%
November 30, 2019 26.79%
October 31, 2019 26.79%
September 30, 2019 26.79%
August 31, 2019 26.79%
July 31, 2019 26.79%
June 30, 2019 26.79%
May 31, 2019 26.79%
April 30, 2019 26.79%
March 31, 2019 26.79%
February 28, 2019 26.79%
January 31, 2019 26.79%
December 31, 2018 26.79%
November 30, 2018 19.68%
October 31, 2018 19.68%
September 30, 2018 19.68%
August 31, 2018 19.68%
July 31, 2018 19.68%
June 30, 2018 19.68%

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

19.68%
Minimum
Aug 2017
50.30%
Maximum
Mar 2020
36.25%
Average
26.79%
Median
Dec 2018