Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2022 39.11%
April 30, 2022 35.63%
March 31, 2022 35.63%
February 28, 2022 35.63%
January 31, 2022 35.63%
December 31, 2021 35.63%
November 30, 2021 35.63%
October 31, 2021 35.63%
September 30, 2021 35.63%
August 31, 2021 35.63%
July 31, 2021 35.63%
June 30, 2021 35.63%
May 31, 2021 35.63%
April 30, 2021 35.63%
March 31, 2021 35.63%
February 28, 2021 35.63%
January 31, 2021 35.63%
December 31, 2020 35.63%
November 30, 2020 35.63%
October 31, 2020 35.63%
September 30, 2020 35.63%
August 31, 2020 35.63%
July 31, 2020 35.63%
June 30, 2020 35.63%
May 31, 2020 35.63%
Date Value
April 30, 2020 35.63%
March 31, 2020 35.63%
February 29, 2020 28.30%
January 31, 2020 28.30%
December 31, 2019 28.30%
November 30, 2019 28.30%
October 31, 2019 28.30%
September 30, 2019 28.30%
August 31, 2019 28.30%
July 31, 2019 28.30%
June 30, 2019 28.30%
May 31, 2019 28.30%
April 30, 2019 28.30%
March 31, 2019 28.30%
February 28, 2019 28.30%
January 31, 2019 28.30%
December 31, 2018 28.30%
November 30, 2018 27.85%
October 31, 2018 27.85%
September 30, 2018 27.85%
August 31, 2018 27.85%
July 31, 2018 27.85%
June 30, 2018 27.85%
May 31, 2018 27.85%
April 30, 2018 27.85%

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

27.85%
Minimum
Jun 2017
39.11%
Maximum
May 2022
31.52%
Average
28.30%
Median
Dec 2018