Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2022 34.87%
June 30, 2022 34.87%
May 31, 2022 34.87%
April 30, 2022 34.87%
March 31, 2022 34.87%
February 28, 2022 34.87%
January 31, 2022 34.87%
December 31, 2021 34.87%
November 30, 2021 34.87%
October 31, 2021 34.87%
September 30, 2021 34.87%
August 31, 2021 34.87%
July 31, 2021 34.87%
June 30, 2021 34.87%
May 31, 2021 34.87%
April 30, 2021 34.87%
March 31, 2021 34.87%
February 28, 2021 34.87%
January 31, 2021 34.87%
December 31, 2020 34.87%
November 30, 2020 34.87%
October 31, 2020 34.87%
September 30, 2020 34.87%
August 31, 2020 34.87%
July 31, 2020 34.87%
Date Value
June 30, 2020 34.87%
May 31, 2020 34.87%
April 30, 2020 34.87%
March 31, 2020 34.87%
February 29, 2020 27.78%
January 31, 2020 27.78%
December 31, 2019 27.78%
November 30, 2019 27.78%
October 31, 2019 27.78%
September 30, 2019 27.78%
August 31, 2019 27.78%
July 31, 2019 27.78%
June 30, 2019 27.78%
May 31, 2019 27.78%
April 30, 2019 27.78%
March 31, 2019 27.78%
February 28, 2019 27.78%
January 31, 2019 27.78%
December 31, 2018 27.78%
November 30, 2018 21.37%
October 31, 2018 21.37%
September 30, 2018 13.34%
August 31, 2018 13.26%
July 31, 2018 11.86%
June 30, 2018 11.86%

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

9.36%
Minimum
Aug 2017
34.87%
Maximum
Mar 2020
27.08%
Average
27.78%
Median
Dec 2018