Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2022 28.28%
April 30, 2022 28.28%
March 31, 2022 28.28%
February 28, 2022 28.28%
January 31, 2022 28.28%
December 31, 2021 28.28%
November 30, 2021 28.28%
October 31, 2021 28.28%
September 30, 2021 28.28%
August 31, 2021 28.28%
July 31, 2021 28.28%
June 30, 2021 28.28%
May 31, 2021 28.28%
April 30, 2021 28.28%
March 31, 2021 28.28%
February 28, 2021 28.28%
January 31, 2021 28.28%
December 31, 2020 28.28%
November 30, 2020 28.28%
October 31, 2020 28.28%
September 30, 2020 28.28%
August 31, 2020 28.28%
July 31, 2020 28.28%
June 30, 2020 28.28%
May 31, 2020 28.28%
Date Value
April 30, 2020 28.28%
March 31, 2020 28.28%
February 29, 2020 14.88%
January 31, 2020 14.88%
December 31, 2019 14.88%
November 30, 2019 14.88%
October 31, 2019 14.88%
September 30, 2019 14.88%
August 31, 2019 14.88%
July 31, 2019 14.88%
June 30, 2019 14.88%
May 31, 2019 14.88%
April 30, 2019 14.88%
March 31, 2019 14.88%
February 28, 2019 14.88%
January 31, 2019 14.88%
December 31, 2018 14.88%
November 30, 2018 11.98%
October 31, 2018 11.98%
September 30, 2018 11.98%
August 31, 2018 11.98%
July 31, 2018 11.98%
June 30, 2018 11.98%
May 31, 2018 11.98%
April 30, 2018 11.98%

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

11.98%
Minimum
Sep 2017
28.28%
Maximum
Mar 2020
20.08%
Average
14.88%
Median
Dec 2018