Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2022 43.20%
June 30, 2022 43.20%
May 31, 2022 43.20%
April 30, 2022 43.20%
March 31, 2022 43.20%
February 28, 2022 43.20%
January 31, 2022 43.20%
December 31, 2021 43.20%
November 30, 2021 43.20%
October 31, 2021 43.20%
September 30, 2021 43.20%
August 31, 2021 43.20%
July 31, 2021 43.20%
June 30, 2021 43.20%
May 31, 2021 43.20%
April 30, 2021 43.20%
March 31, 2021 43.20%
February 28, 2021 43.20%
January 31, 2021 43.20%
December 31, 2020 43.20%
November 30, 2020 43.20%
October 31, 2020 43.20%
September 30, 2020 43.20%
August 31, 2020 43.20%
July 31, 2020 43.20%
Date Value
June 30, 2020 43.20%
May 31, 2020 43.20%
April 30, 2020 43.20%
March 31, 2020 43.20%
February 29, 2020 24.80%
January 31, 2020 24.80%
December 31, 2019 24.80%
November 30, 2019 24.80%
October 31, 2019 24.80%
September 30, 2019 24.80%
August 31, 2019 24.80%
July 31, 2019 24.80%
June 30, 2019 24.80%
May 31, 2019 24.80%
April 30, 2019 24.80%
March 31, 2019 24.80%
February 28, 2019 24.80%
January 31, 2019 24.80%
December 31, 2018 24.80%
November 30, 2018 20.39%
October 31, 2018 20.39%
September 30, 2018 20.39%
August 31, 2018 20.39%
July 31, 2018 20.39%
June 30, 2018 20.39%

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

20.39%
Minimum
Aug 2017
43.20%
Maximum
Mar 2020
32.52%
Average
24.80%
Median
Dec 2018