Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
June 30, 2022 43.77%
May 31, 2022 40.82%
April 30, 2022 35.58%
March 31, 2022 35.58%
February 28, 2022 35.58%
January 31, 2022 35.58%
December 31, 2021 35.58%
November 30, 2021 35.58%
October 31, 2021 35.58%
September 30, 2021 35.58%
August 31, 2021 35.58%
July 31, 2021 35.58%
June 30, 2021 35.58%
May 31, 2021 35.58%
April 30, 2021 35.58%
March 31, 2021 35.58%
February 28, 2021 35.58%
January 31, 2021 35.58%
December 31, 2020 35.58%
November 30, 2020 35.58%
October 31, 2020 35.58%
September 30, 2020 35.58%
August 31, 2020 35.58%
July 31, 2020 35.58%
June 30, 2020 35.58%
Date Value
May 31, 2020 35.58%
April 30, 2020 35.58%
March 31, 2020 35.58%
February 29, 2020 33.25%
January 31, 2020 33.25%
December 31, 2019 33.25%
November 30, 2019 33.25%
October 31, 2019 33.25%
September 30, 2019 33.25%
August 31, 2019 33.25%
July 31, 2019 33.25%
June 30, 2019 33.25%
May 31, 2019 33.25%
April 30, 2019 33.25%
March 31, 2019 33.25%
February 28, 2019 33.25%
January 31, 2019 33.25%
December 31, 2018 33.25%
November 30, 2018 26.25%
October 31, 2018 21.92%
September 30, 2018 7.34%
August 31, 2018 7.34%
July 31, 2018 7.34%
June 30, 2018 7.34%
May 31, 2018 7.34%

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

4.61%
Minimum
Jul 2017
43.77%
Maximum
Jun 2022
27.46%
Average
33.25%
Median
Dec 2018