Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
June 30, 2022 46.38%
May 31, 2022 46.38%
April 30, 2022 46.38%
March 31, 2022 46.38%
February 28, 2022 46.38%
January 31, 2022 46.38%
December 31, 2021 46.38%
November 30, 2021 46.38%
October 31, 2021 46.38%
September 30, 2021 46.38%
August 31, 2021 46.38%
July 31, 2021 46.38%
June 30, 2021 46.38%
May 31, 2021 46.38%
April 30, 2021 46.38%
March 31, 2021 46.38%
February 28, 2021 46.38%
January 31, 2021 46.38%
December 31, 2020 46.38%
November 30, 2020 46.38%
October 31, 2020 46.38%
September 30, 2020 46.38%
August 31, 2020 46.38%
July 31, 2020 46.38%
June 30, 2020 46.38%
Date Value
May 31, 2020 46.38%
April 30, 2020 46.38%
March 31, 2020 46.38%
February 29, 2020 25.59%
January 31, 2020 25.59%
December 31, 2019 25.59%
November 30, 2019 25.59%
October 31, 2019 25.59%
September 30, 2019 25.59%
August 31, 2019 25.59%
July 31, 2019 25.59%
June 30, 2019 25.59%
May 31, 2019 25.59%
April 30, 2019 25.59%
March 31, 2019 25.59%
February 28, 2019 25.59%
January 31, 2019 25.59%
December 31, 2018 25.59%
November 30, 2018 23.03%
October 31, 2018 23.03%
September 30, 2018 23.03%
August 31, 2018 23.03%
July 31, 2018 23.03%
June 30, 2018 23.03%
May 31, 2018 23.03%

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

23.03%
Minimum
Jul 2017
46.38%
Maximum
Mar 2020
34.57%
Average
25.59%
Median
Dec 2018