Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2022 29.94%
June 30, 2022 29.94%
May 31, 2022 29.94%
April 30, 2022 29.94%
March 31, 2022 29.94%
February 28, 2022 29.94%
January 31, 2022 29.94%
December 31, 2021 29.94%
November 30, 2021 29.94%
October 31, 2021 29.94%
September 30, 2021 29.94%
August 31, 2021 29.94%
July 31, 2021 29.94%
June 30, 2021 29.94%
May 31, 2021 29.94%
April 30, 2021 29.94%
March 31, 2021 29.94%
February 28, 2021 29.94%
January 31, 2021 29.94%
December 31, 2020 29.94%
November 30, 2020 29.94%
October 31, 2020 29.94%
September 30, 2020 29.94%
August 31, 2020 29.94%
July 31, 2020 29.94%
Date Value
June 30, 2020 29.94%
May 31, 2020 29.94%
April 30, 2020 29.94%
March 31, 2020 29.94%
February 29, 2020 17.32%
January 31, 2020 17.32%
December 31, 2019 17.32%
November 30, 2019 17.32%
October 31, 2019 17.32%
September 30, 2019 17.32%
August 31, 2019 17.32%
July 31, 2019 17.32%
June 30, 2019 17.32%
May 31, 2019 17.32%
April 30, 2019 17.32%
March 31, 2019 17.32%
February 28, 2019 17.32%
January 31, 2019 17.32%
December 31, 2018 17.32%
November 30, 2018 17.32%
October 31, 2018 17.32%
September 30, 2018 17.32%
August 31, 2018 17.32%
July 31, 2018 17.32%
June 30, 2018 17.32%

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

17.32%
Minimum
Aug 2017
29.94%
Maximum
Mar 2020
23.42%
Average
17.32%
Median
Aug 2017