Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2022 35.05%
June 30, 2022 35.05%
May 31, 2022 33.62%
April 30, 2022 33.62%
March 31, 2022 33.62%
February 28, 2022 33.62%
January 31, 2022 33.62%
December 31, 2021 33.62%
November 30, 2021 33.62%
October 31, 2021 33.62%
September 30, 2021 33.62%
August 31, 2021 33.62%
July 31, 2021 33.62%
June 30, 2021 33.62%
May 31, 2021 33.62%
April 30, 2021 33.62%
March 31, 2021 33.62%
February 28, 2021 33.62%
January 31, 2021 33.62%
December 31, 2020 33.62%
November 30, 2020 33.62%
October 31, 2020 33.62%
September 30, 2020 33.62%
August 31, 2020 33.62%
July 31, 2020 33.62%
Date Value
June 30, 2020 33.62%
May 31, 2020 33.62%
April 30, 2020 33.62%
March 31, 2020 33.62%
February 29, 2020 21.95%
January 31, 2020 21.95%
December 31, 2019 21.95%
November 30, 2019 21.95%
October 31, 2019 21.95%
September 30, 2019 21.95%
August 31, 2019 21.95%
July 31, 2019 21.95%
June 30, 2019 21.95%
May 31, 2019 21.95%
April 30, 2019 21.95%
March 31, 2019 21.95%
February 28, 2019 21.95%
January 31, 2019 21.95%
December 31, 2018 21.95%
November 30, 2018 18.74%
October 31, 2018 18.74%
September 30, 2018 18.74%
August 31, 2018 18.74%
July 31, 2018 18.74%
June 30, 2018 18.74%

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

18.74%
Minimum
Aug 2017
35.05%
Maximum
Jun 2022
26.78%
Average
21.95%
Median
Dec 2018