Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2022 67.60%
April 30, 2022 57.82%
March 31, 2022 56.90%
February 28, 2022 47.74%
January 31, 2022 47.74%
December 31, 2021 29.99%
November 30, 2021 29.99%
October 31, 2021 29.99%
September 30, 2021 29.99%
August 31, 2021 29.99%
July 31, 2021 29.99%
June 30, 2021 29.99%
May 31, 2021 29.99%
April 30, 2021 29.99%
March 31, 2021 29.99%
February 28, 2021 29.99%
January 31, 2021 29.99%
December 31, 2020 29.99%
November 30, 2020 29.99%
October 31, 2020 29.99%
September 30, 2020 29.99%
August 31, 2020 29.99%
July 31, 2020 29.99%
June 30, 2020 29.99%
May 31, 2020 29.99%
Date Value
April 30, 2020 29.99%
March 31, 2020 29.99%
February 29, 2020 23.13%
January 31, 2020 23.13%
December 31, 2019 23.13%
November 30, 2019 23.13%
October 31, 2019 23.13%
September 30, 2019 23.13%
August 31, 2019 23.13%
July 31, 2019 23.13%
June 30, 2019 23.13%
May 31, 2019 23.13%
April 30, 2019 23.13%
March 31, 2019 23.13%
February 28, 2019 23.13%
January 31, 2019 23.13%
December 31, 2018 23.13%
November 30, 2018 19.28%
October 31, 2018 19.28%
September 30, 2018 19.28%
August 31, 2018 19.28%
July 31, 2018 19.28%
June 30, 2018 19.28%
May 31, 2018 19.28%
April 30, 2018 19.28%

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

19.28%
Minimum
Jun 2017
67.60%
Maximum
May 2022
27.19%
Average
23.13%
Median
Dec 2018

Max Drawdown (5Y) Related Metrics