Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2022 37.71%
April 30, 2022 37.71%
March 31, 2022 37.71%
February 28, 2022 37.71%
January 31, 2022 37.71%
December 31, 2021 37.71%
November 30, 2021 37.71%
October 31, 2021 37.71%
September 30, 2021 37.71%
August 31, 2021 37.71%
July 31, 2021 37.71%
June 30, 2021 37.71%
May 31, 2021 37.71%
April 30, 2021 37.71%
March 31, 2021 37.71%
February 28, 2021 37.71%
January 31, 2021 37.71%
December 31, 2020 37.71%
November 30, 2020 37.71%
October 31, 2020 37.71%
September 30, 2020 37.71%
August 31, 2020 37.71%
July 31, 2020 37.71%
June 30, 2020 37.71%
May 31, 2020 37.71%
Date Value
April 30, 2020 37.71%
March 31, 2020 37.71%
February 29, 2020 22.49%
January 31, 2020 22.49%
December 31, 2019 22.49%
November 30, 2019 22.49%
October 31, 2019 22.49%
September 30, 2019 22.49%
August 31, 2019 22.49%
July 31, 2019 22.49%
June 30, 2019 22.49%
May 31, 2019 22.49%
April 30, 2019 22.49%
March 31, 2019 22.49%
February 28, 2019 22.49%
January 31, 2019 22.49%
December 31, 2018 22.49%
November 30, 2018 21.29%
October 31, 2018 21.29%
September 30, 2018 21.29%
August 31, 2018 21.29%
July 31, 2018 21.29%
June 30, 2018 21.29%
May 31, 2018 21.29%
April 30, 2018 21.29%

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

21.29%
Minimum
Jun 2017
37.71%
Maximum
Mar 2020
28.98%
Average
22.49%
Median
Dec 2018