Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
June 30, 2022 38.61%
May 31, 2022 35.26%
April 30, 2022 31.51%
March 31, 2022 31.51%
February 28, 2022 31.51%
January 31, 2022 31.51%
December 31, 2021 31.51%
November 30, 2021 31.51%
October 31, 2021 31.51%
September 30, 2021 31.51%
August 31, 2021 31.51%
July 31, 2021 31.51%
June 30, 2021 31.51%
May 31, 2021 31.51%
April 30, 2021 31.51%
March 31, 2021 31.51%
February 28, 2021 31.51%
January 31, 2021 31.51%
December 31, 2020 31.51%
November 30, 2020 31.51%
October 31, 2020 31.51%
September 30, 2020 31.51%
August 31, 2020 31.51%
July 31, 2020 31.51%
June 30, 2020 31.51%
Date Value
May 31, 2020 31.51%
April 30, 2020 31.51%
March 31, 2020 31.51%
February 29, 2020 20.42%
January 31, 2020 20.42%
December 31, 2019 20.42%
November 30, 2019 20.42%
October 31, 2019 20.42%
September 30, 2019 20.42%
August 31, 2019 20.42%
July 31, 2019 20.42%
June 30, 2019 20.42%
May 31, 2019 20.42%
April 30, 2019 20.42%
March 31, 2019 20.42%
February 28, 2019 20.42%
January 31, 2019 20.42%
December 31, 2018 20.42%
November 30, 2018 18.45%
October 31, 2018 18.45%
September 30, 2018 18.45%
August 31, 2018 18.45%
July 31, 2018 18.45%
June 30, 2018 18.45%
May 31, 2018 18.45%

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

18.45%
Minimum
Jul 2017
38.61%
Maximum
Jun 2022
25.22%
Average
20.42%
Median
Dec 2018