Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2022 33.82%
June 30, 2022 33.82%
May 31, 2022 33.82%
April 30, 2022 33.82%
March 31, 2022 33.82%
February 28, 2022 33.82%
January 31, 2022 33.82%
December 31, 2021 33.82%
November 30, 2021 33.82%
October 31, 2021 33.82%
September 30, 2021 33.82%
August 31, 2021 33.82%
July 31, 2021 33.82%
June 30, 2021 33.82%
May 31, 2021 33.82%
April 30, 2021 33.82%
March 31, 2021 33.82%
February 28, 2021 33.82%
January 31, 2021 33.82%
December 31, 2020 33.82%
November 30, 2020 33.82%
October 31, 2020 33.82%
September 30, 2020 33.82%
August 31, 2020 33.82%
July 31, 2020 33.82%
Date Value
June 30, 2020 33.82%
May 31, 2020 33.82%
April 30, 2020 33.82%
March 31, 2020 33.82%
February 29, 2020 19.49%
January 31, 2020 19.49%
December 31, 2019 19.49%
November 30, 2019 19.49%
October 31, 2019 19.49%
September 30, 2019 19.49%
August 31, 2019 19.49%
July 31, 2019 19.49%
June 30, 2019 19.49%
May 31, 2019 19.49%
April 30, 2019 19.49%
March 31, 2019 19.49%
February 28, 2019 19.49%
January 31, 2019 19.49%
December 31, 2018 19.49%
November 30, 2018 13.28%
October 31, 2018 13.28%
September 30, 2018 13.28%
August 31, 2018 13.28%
July 31, 2018 13.28%
June 30, 2018 13.28%

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

13.28%
Minimum
Aug 2017
33.82%
Maximum
Mar 2020
24.76%
Average
19.49%
Median
Dec 2018