Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2022 24.76%
April 30, 2022 24.76%
March 31, 2022 24.76%
February 28, 2022 24.76%
January 31, 2022 24.76%
December 31, 2021 24.76%
November 30, 2021 24.76%
October 31, 2021 24.76%
September 30, 2021 24.76%
August 31, 2021 24.76%
July 31, 2021 24.76%
June 30, 2021 24.76%
May 31, 2021 24.76%
April 30, 2021 24.76%
March 31, 2021 24.76%
February 28, 2021 24.76%
January 31, 2021 24.76%
December 31, 2020 24.76%
November 30, 2020 24.76%
October 31, 2020 24.76%
September 30, 2020 24.76%
August 31, 2020 24.76%
July 31, 2020 24.76%
June 30, 2020 24.76%
May 31, 2020 24.76%
Date Value
April 30, 2020 24.76%
March 31, 2020 24.76%
February 29, 2020 13.21%
January 31, 2020 13.21%
December 31, 2019 13.21%
November 30, 2019 13.21%
October 31, 2019 13.21%
September 30, 2019 13.21%
August 31, 2019 13.21%
July 31, 2019 13.21%
June 30, 2019 13.21%
May 31, 2019 13.21%
April 30, 2019 13.21%
March 31, 2019 13.21%
February 28, 2019 13.21%
January 31, 2019 13.21%
December 31, 2018 13.21%
November 30, 2018 11.62%
October 31, 2018 11.62%
September 30, 2018 11.62%
August 31, 2018 11.62%
July 31, 2018 11.62%
June 30, 2018 11.62%
May 31, 2018 11.62%
April 30, 2018 11.62%

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

11.62%
Minimum
Jun 2017
24.76%
Maximum
Mar 2020
17.93%
Average
13.21%
Median
Dec 2018