Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
June 30, 2022 32.92%
May 31, 2022 29.05%
April 30, 2022 27.71%
March 31, 2022 27.71%
February 28, 2022 27.71%
January 31, 2022 27.71%
December 31, 2021 27.71%
November 30, 2021 27.71%
October 31, 2021 27.71%
September 30, 2021 27.71%
August 31, 2021 27.71%
July 31, 2021 27.71%
June 30, 2021 27.71%
May 31, 2021 27.71%
April 30, 2021 27.71%
March 31, 2021 27.71%
February 28, 2021 27.71%
January 31, 2021 27.71%
December 31, 2020 27.71%
November 30, 2020 27.71%
October 31, 2020 27.71%
September 30, 2020 27.71%
August 31, 2020 27.71%
July 31, 2020 27.71%
June 30, 2020 27.71%
Date Value
May 31, 2020 27.71%
April 30, 2020 27.71%
March 31, 2020 27.71%
February 29, 2020 16.60%
January 31, 2020 16.60%
December 31, 2019 16.60%
November 30, 2019 16.60%
October 31, 2019 16.60%
September 30, 2019 16.60%
August 31, 2019 16.60%
July 31, 2019 16.60%
June 30, 2019 16.60%
May 31, 2019 16.60%
April 30, 2019 16.60%
March 31, 2019 16.60%
February 28, 2019 16.60%
January 31, 2019 16.60%
December 31, 2018 16.60%
November 30, 2018 12.22%
October 31, 2018 12.22%
September 30, 2018 12.22%
August 31, 2018 12.22%
July 31, 2018 12.22%
June 30, 2018 12.22%
May 31, 2018 12.22%

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

12.22%
Minimum
Jul 2017
32.92%
Maximum
Jun 2022
20.65%
Average
16.60%
Median
Dec 2018