Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2022 33.73%
June 30, 2022 33.73%
May 31, 2022 33.73%
April 30, 2022 33.73%
March 31, 2022 33.73%
February 28, 2022 33.73%
January 31, 2022 33.73%
December 31, 2021 33.73%
November 30, 2021 33.73%
October 31, 2021 33.73%
September 30, 2021 33.73%
August 31, 2021 33.73%
July 31, 2021 33.73%
June 30, 2021 33.73%
May 31, 2021 33.73%
April 30, 2021 33.73%
March 31, 2021 33.73%
February 28, 2021 33.73%
January 31, 2021 33.73%
December 31, 2020 33.73%
November 30, 2020 33.73%
October 31, 2020 33.73%
September 30, 2020 33.73%
August 31, 2020 33.73%
July 31, 2020 33.73%
Date Value
June 30, 2020 33.73%
May 31, 2020 33.73%
April 30, 2020 33.73%
March 31, 2020 33.73%
February 29, 2020 15.74%
January 31, 2020 15.74%
December 31, 2019 15.74%
November 30, 2019 15.74%
October 31, 2019 15.74%
September 30, 2019 15.74%
August 31, 2019 15.74%
July 31, 2019 15.74%
June 30, 2019 15.74%
May 31, 2019 15.74%
April 30, 2019 15.74%
March 31, 2019 15.74%
February 28, 2019 15.74%
January 31, 2019 15.74%
December 31, 2018 15.74%
November 30, 2018 13.36%
October 31, 2018 13.36%
September 30, 2018 13.36%
August 31, 2018 13.36%
July 31, 2018 13.36%
June 30, 2018 13.36%

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

13.36%
Minimum
Aug 2017
33.73%
Maximum
Mar 2020
23.80%
Average
15.74%
Median
Dec 2018

Max Drawdown (5Y) Related Metrics