Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2022 34.11%
April 30, 2022 28.92%
March 31, 2022 28.92%
February 28, 2022 28.92%
January 31, 2022 28.92%
December 31, 2021 28.92%
November 30, 2021 28.92%
October 31, 2021 28.92%
September 30, 2021 28.92%
August 31, 2021 28.92%
July 31, 2021 28.92%
June 30, 2021 28.92%
May 31, 2021 28.92%
April 30, 2021 28.92%
March 31, 2021 28.92%
February 28, 2021 28.92%
January 31, 2021 28.92%
December 31, 2020 28.92%
November 30, 2020 28.92%
October 31, 2020 28.92%
September 30, 2020 28.92%
August 31, 2020 28.92%
July 31, 2020 28.92%
June 30, 2020 28.92%
May 31, 2020 28.92%
Date Value
April 30, 2020 28.92%
March 31, 2020 28.92%
February 29, 2020 24.75%
January 31, 2020 24.75%
December 31, 2019 24.75%
November 30, 2019 24.75%
October 31, 2019 24.75%
September 30, 2019 24.75%
August 31, 2019 24.75%
July 31, 2019 24.75%
June 30, 2019 24.75%
May 31, 2019 24.75%
April 30, 2019 24.75%
March 31, 2019 24.75%
February 28, 2019 24.75%
January 31, 2019 24.75%
December 31, 2018 24.75%
November 30, 2018 18.44%
October 31, 2018 17.79%
September 30, 2018 17.79%
August 31, 2018 17.79%
July 31, 2018 17.79%
June 30, 2018 17.79%
May 31, 2018 17.79%
April 30, 2018 17.79%

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

17.79%
Minimum
Jun 2017
34.11%
Maximum
May 2022
24.63%
Average
24.75%
Median
Dec 2018