Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
June 30, 2022 33.62%
May 31, 2022 30.25%
April 30, 2022 29.36%
March 31, 2022 29.36%
February 28, 2022 29.36%
January 31, 2022 29.36%
December 31, 2021 29.36%
November 30, 2021 29.36%
October 31, 2021 29.36%
September 30, 2021 29.36%
August 31, 2021 29.36%
July 31, 2021 29.36%
June 30, 2021 29.36%
May 31, 2021 29.36%
April 30, 2021 29.36%
March 31, 2021 29.36%
February 28, 2021 29.36%
January 31, 2021 29.36%
December 31, 2020 29.36%
November 30, 2020 29.36%
October 31, 2020 29.36%
September 30, 2020 29.36%
August 31, 2020 29.36%
July 31, 2020 29.36%
June 30, 2020 29.36%
Date Value
May 31, 2020 29.36%
April 30, 2020 29.36%
March 31, 2020 29.36%
February 29, 2020 21.51%
January 31, 2020 21.51%
December 31, 2019 21.51%
November 30, 2019 21.51%
October 31, 2019 21.51%
September 30, 2019 21.51%
August 31, 2019 21.51%
July 31, 2019 21.51%
June 30, 2019 21.51%
May 31, 2019 21.51%
April 30, 2019 21.51%
March 31, 2019 21.51%
February 28, 2019 21.51%
January 31, 2019 21.51%
December 31, 2018 21.51%
November 30, 2018 14.11%
October 31, 2018 13.97%
September 30, 2018 13.97%
August 31, 2018 13.97%
July 31, 2018 13.97%
June 30, 2018 13.97%
May 31, 2018 13.97%

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

13.97%
Minimum
Jul 2017
33.62%
Maximum
Jun 2022
23.12%
Average
21.51%
Median
Dec 2018