Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2022 19.93%
June 30, 2022 19.93%
May 31, 2022 19.93%
April 30, 2022 19.93%
March 31, 2022 19.93%
February 28, 2022 19.93%
January 31, 2022 19.93%
December 31, 2021 19.93%
November 30, 2021 19.93%
October 31, 2021 19.93%
September 30, 2021 19.93%
August 31, 2021 19.93%
July 31, 2021 19.93%
June 30, 2021 19.93%
May 31, 2021 19.93%
April 30, 2021 19.93%
March 31, 2021 19.93%
February 28, 2021 19.93%
January 31, 2021 19.93%
December 31, 2020 19.93%
November 30, 2020 19.93%
October 31, 2020 19.93%
September 30, 2020 19.93%
August 31, 2020 19.93%
July 31, 2020 19.93%
Date Value
June 30, 2020 19.93%
May 31, 2020 19.93%
April 30, 2020 19.93%
March 31, 2020 19.93%
February 29, 2020 12.28%
January 31, 2020 12.28%
December 31, 2019 12.28%
November 30, 2019 12.28%
October 31, 2019 12.28%
September 30, 2019 12.28%
August 31, 2019 12.28%
July 31, 2019 12.28%
June 30, 2019 12.28%
May 31, 2019 12.28%
April 30, 2019 12.28%
March 31, 2019 12.28%
February 28, 2019 12.28%
January 31, 2019 12.28%
December 31, 2018 12.28%
November 30, 2018 11.65%
October 31, 2018 10.00%
September 30, 2018 8.51%
August 31, 2018 8.51%
July 31, 2018 8.51%
June 30, 2018 8.51%

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

8.51%
Minimum
Aug 2017
19.93%
Maximum
Mar 2020
15.05%
Average
12.28%
Median
Dec 2018