Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2022 34.70%
June 30, 2022 34.70%
May 31, 2022 34.70%
April 30, 2022 34.70%
March 31, 2022 34.70%
February 28, 2022 34.70%
January 31, 2022 34.70%
December 31, 2021 34.70%
November 30, 2021 34.70%
October 31, 2021 34.70%
September 30, 2021 34.70%
August 31, 2021 34.70%
July 31, 2021 34.70%
June 30, 2021 34.70%
May 31, 2021 34.70%
April 30, 2021 34.70%
March 31, 2021 34.70%
February 28, 2021 34.70%
January 31, 2021 34.70%
December 31, 2020 34.70%
November 30, 2020 34.70%
October 31, 2020 34.70%
September 30, 2020 34.70%
August 31, 2020 34.70%
July 31, 2020 34.70%
Date Value
June 30, 2020 34.70%
May 31, 2020 34.70%
April 30, 2020 34.70%
March 31, 2020 34.70%
February 29, 2020 16.33%
January 31, 2020 16.33%
December 31, 2019 16.33%
November 30, 2019 16.33%
October 31, 2019 16.33%
September 30, 2019 16.33%
August 31, 2019 16.33%
July 31, 2019 16.33%
June 30, 2019 16.33%
May 31, 2019 16.33%
April 30, 2019 16.33%
March 31, 2019 16.33%
February 28, 2019 16.33%
January 31, 2019 16.33%
December 31, 2018 16.33%
November 30, 2018 14.60%
October 31, 2018 14.60%
September 30, 2018 14.60%
August 31, 2018 14.60%
July 31, 2018 14.60%
June 30, 2018 14.60%

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

14.60%
Minimum
Aug 2017
34.70%
Maximum
Mar 2020
24.75%
Average
16.33%
Median
Dec 2018