Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2022 42.13%
April 30, 2022 42.13%
March 31, 2022 42.13%
February 28, 2022 42.13%
January 31, 2022 42.13%
December 31, 2021 42.13%
November 30, 2021 42.13%
October 31, 2021 42.13%
September 30, 2021 42.13%
August 31, 2021 42.13%
July 31, 2021 42.13%
June 30, 2021 42.13%
May 31, 2021 42.13%
April 30, 2021 42.13%
March 31, 2021 42.13%
February 28, 2021 42.13%
January 31, 2021 42.13%
December 31, 2020 42.13%
November 30, 2020 42.13%
October 31, 2020 42.13%
September 30, 2020 42.13%
August 31, 2020 42.13%
July 31, 2020 42.13%
June 30, 2020 42.13%
May 31, 2020 42.13%
Date Value
April 30, 2020 42.13%
March 31, 2020 42.13%
February 29, 2020 26.93%
January 31, 2020 26.93%
December 31, 2019 26.93%
November 30, 2019 26.93%
October 31, 2019 26.93%
September 30, 2019 26.93%
August 31, 2019 26.93%
July 31, 2019 26.93%
June 30, 2019 26.93%
May 31, 2019 26.93%
April 30, 2019 26.93%
March 31, 2019 26.93%
February 28, 2019 26.93%
January 31, 2019 26.93%
December 31, 2018 26.93%
November 30, 2018 25.71%
October 31, 2018 25.71%
September 30, 2018 25.71%
August 31, 2018 25.71%
July 31, 2018 25.71%
June 30, 2018 25.71%
May 31, 2018 25.71%
April 30, 2018 25.71%

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

25.71%
Minimum
Jun 2017
42.13%
Maximum
Mar 2020
33.40%
Average
26.93%
Median
Dec 2018