Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
June 30, 2022 35.35%
May 31, 2022 31.38%
April 30, 2022 28.81%
March 31, 2022 25.55%
February 28, 2022 20.89%
January 31, 2022 19.59%
December 31, 2021 19.59%
November 30, 2021 19.59%
October 31, 2021 19.59%
September 30, 2021 19.59%
August 31, 2021 19.59%
July 31, 2021 19.59%
June 30, 2021 19.59%
May 31, 2021 19.59%
April 30, 2021 18.63%
March 31, 2021 18.63%
February 28, 2021 16.24%
January 31, 2021 11.86%
December 31, 2020 11.86%
November 30, 2020 11.86%
October 31, 2020 11.86%
September 30, 2020 11.86%
August 31, 2020 11.86%
July 31, 2020 11.86%
June 30, 2020 11.86%
Date Value
May 31, 2020 11.86%
April 30, 2020 11.86%
March 31, 2020 11.86%
February 29, 2020 11.86%
January 31, 2020 11.86%
December 31, 2019 11.86%
November 30, 2019 11.86%
October 31, 2019 11.86%
September 30, 2019 11.86%
August 31, 2019 11.86%
July 31, 2019 11.86%
June 30, 2019 11.86%
May 31, 2019 11.86%
April 30, 2019 11.86%
March 31, 2019 11.86%
February 28, 2019 11.86%
January 31, 2019 11.86%
December 31, 2018 11.86%
November 30, 2018 11.86%
October 31, 2018 11.86%
September 30, 2018 11.86%
August 31, 2018 11.86%
July 31, 2018 11.86%
June 30, 2018 12.96%
May 31, 2018 12.96%

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

11.86%
Minimum
Jul 2018
35.35%
Maximum
Jun 2022
14.92%
Average
11.86%
Median
Jul 2018