Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2022 41.67%
June 30, 2022 41.67%
May 31, 2022 41.67%
April 30, 2022 41.67%
March 31, 2022 41.67%
February 28, 2022 41.67%
January 31, 2022 41.67%
December 31, 2021 41.67%
November 30, 2021 41.67%
October 31, 2021 41.67%
September 30, 2021 41.67%
August 31, 2021 41.67%
July 31, 2021 41.67%
June 30, 2021 41.67%
May 31, 2021 41.67%
April 30, 2021 41.67%
March 31, 2021 41.67%
February 28, 2021 41.67%
January 31, 2021 41.67%
December 31, 2020 41.67%
November 30, 2020 41.67%
October 31, 2020 41.67%
September 30, 2020 41.67%
August 31, 2020 41.67%
July 31, 2020 41.67%
Date Value
June 30, 2020 41.67%
May 31, 2020 41.67%
April 30, 2020 41.67%
March 31, 2020 41.67%
February 29, 2020 26.91%
January 31, 2020 26.91%
December 31, 2019 26.91%
November 30, 2019 26.91%
October 31, 2019 26.91%
September 30, 2019 26.91%
August 31, 2019 26.91%
July 31, 2019 26.91%
June 30, 2019 26.91%
May 31, 2019 26.91%
April 30, 2019 26.91%
March 31, 2019 26.91%
February 28, 2019 26.91%
January 31, 2019 26.91%
December 31, 2018 26.91%
November 30, 2018 25.76%
October 31, 2018 25.76%
September 30, 2018 25.76%
August 31, 2018 25.76%
July 31, 2018 25.76%
June 30, 2018 25.76%

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

25.76%
Minimum
Aug 2017
41.67%
Maximum
Mar 2020
33.74%
Average
26.91%
Median
Dec 2018