Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2022 30.51%
April 30, 2022 30.51%
March 31, 2022 30.51%
February 28, 2022 30.51%
January 31, 2022 30.51%
December 31, 2021 30.51%
November 30, 2021 30.51%
October 31, 2021 30.51%
September 30, 2021 30.51%
August 31, 2021 30.51%
July 31, 2021 30.51%
June 30, 2021 30.51%
May 31, 2021 30.51%
April 30, 2021 30.51%
March 31, 2021 30.51%
February 28, 2021 30.51%
January 31, 2021 30.51%
December 31, 2020 30.51%
November 30, 2020 30.51%
October 31, 2020 30.51%
September 30, 2020 30.51%
August 31, 2020 30.51%
July 31, 2020 30.51%
June 30, 2020 30.51%
May 31, 2020 30.51%
Date Value
April 30, 2020 30.51%
March 31, 2020 30.51%
February 29, 2020 23.45%
January 31, 2020 23.45%
December 31, 2019 23.45%
November 30, 2019 23.45%
October 31, 2019 23.45%
September 30, 2019 23.45%
August 31, 2019 23.45%
July 31, 2019 23.45%
June 30, 2019 23.45%
May 31, 2019 23.45%
April 30, 2019 23.45%
March 31, 2019 23.45%
February 28, 2019 23.45%
January 31, 2019 23.45%
December 31, 2018 23.45%
November 30, 2018 20.24%
October 31, 2018 20.24%
September 30, 2018 20.24%
August 31, 2018 20.24%
July 31, 2018 20.24%
June 30, 2018 20.24%
May 31, 2018 20.24%
April 30, 2018 20.24%

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

20.24%
Minimum
Jun 2017
30.51%
Maximum
Mar 2020
25.66%
Average
23.45%
Median
Dec 2018