Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
June 30, 2022 31.88%
May 31, 2022 31.88%
April 30, 2022 31.88%
March 31, 2022 31.88%
February 28, 2022 31.88%
January 31, 2022 31.88%
December 31, 2021 31.88%
November 30, 2021 31.88%
October 31, 2021 31.88%
September 30, 2021 31.88%
August 31, 2021 31.88%
July 31, 2021 31.88%
June 30, 2021 31.88%
May 31, 2021 31.88%
April 30, 2021 31.88%
March 31, 2021 31.88%
February 28, 2021 31.88%
January 31, 2021 31.88%
December 31, 2020 31.88%
November 30, 2020 31.88%
October 31, 2020 31.88%
September 30, 2020 31.88%
August 31, 2020 31.88%
July 31, 2020 31.88%
June 30, 2020 31.88%
Date Value
May 31, 2020 31.88%
April 30, 2020 31.88%
March 31, 2020 31.88%
February 29, 2020 25.72%
January 31, 2020 25.72%
December 31, 2019 25.72%
November 30, 2019 25.72%
October 31, 2019 25.72%
September 30, 2019 25.72%
August 31, 2019 25.72%
July 31, 2019 25.72%
June 30, 2019 25.72%
May 31, 2019 25.72%
April 30, 2019 25.72%
March 31, 2019 25.72%
February 28, 2019 25.72%
January 31, 2019 25.72%
December 31, 2018 25.72%
November 30, 2018 20.66%
October 31, 2018 20.66%
September 30, 2018 20.66%
August 31, 2018 20.66%
July 31, 2018 20.66%
June 30, 2018 20.66%
May 31, 2018 20.66%

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

20.66%
Minimum
Jul 2017
31.88%
Maximum
Mar 2020
27.16%
Average
25.72%
Median
Dec 2018