Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2022 41.39%
June 30, 2022 41.39%
May 31, 2022 41.39%
April 30, 2022 41.39%
March 31, 2022 41.39%
February 28, 2022 41.39%
January 31, 2022 41.39%
December 31, 2021 41.39%
November 30, 2021 41.39%
October 31, 2021 41.39%
September 30, 2021 41.39%
August 31, 2021 41.39%
July 31, 2021 41.39%
June 30, 2021 41.39%
May 31, 2021 41.39%
April 30, 2021 41.39%
March 31, 2021 41.39%
February 28, 2021 41.39%
January 31, 2021 41.39%
December 31, 2020 41.39%
November 30, 2020 41.39%
October 31, 2020 41.39%
September 30, 2020 41.39%
August 31, 2020 41.39%
July 31, 2020 41.39%
Date Value
June 30, 2020 41.39%
May 31, 2020 41.39%
April 30, 2020 41.39%
March 31, 2020 41.39%
February 29, 2020 20.94%
January 31, 2020 20.94%
December 31, 2019 20.94%
November 30, 2019 20.94%
October 31, 2019 20.94%
September 30, 2019 20.94%
August 31, 2019 20.94%
July 31, 2019 20.94%
June 30, 2019 20.94%
May 31, 2019 20.94%
April 30, 2019 20.94%
March 31, 2019 20.94%
February 28, 2019 20.94%
January 31, 2019 20.94%
December 31, 2018 20.94%
November 30, 2018 17.90%
October 31, 2018 17.90%
September 30, 2018 17.90%
August 31, 2018 17.90%
July 31, 2018 17.90%
June 30, 2018 17.90%

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

17.90%
Minimum
Aug 2017
41.39%
Maximum
Mar 2020
30.01%
Average
20.94%
Median
Dec 2018