Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2022 40.00%
August 31, 2022 40.00%
July 31, 2022 40.00%
June 30, 2022 40.00%
May 31, 2022 37.51%
April 30, 2022 37.51%
March 31, 2022 37.51%
February 28, 2022 37.51%
January 31, 2022 37.51%
December 31, 2021 37.51%
November 30, 2021 37.51%
October 31, 2021 37.51%
September 30, 2021 37.51%
August 31, 2021 37.51%
July 31, 2021 37.51%
June 30, 2021 37.51%
May 31, 2021 37.51%
April 30, 2021 37.51%
March 31, 2021 37.51%
February 28, 2021 37.51%
January 31, 2021 37.51%
December 31, 2020 37.51%
November 30, 2020 37.51%
October 31, 2020 37.51%
September 30, 2020 37.51%
Date Value
August 31, 2020 37.51%
July 31, 2020 37.51%
June 30, 2020 37.51%
May 31, 2020 37.51%
April 30, 2020 37.51%
March 31, 2020 37.51%
February 29, 2020 25.53%
January 31, 2020 25.53%
December 31, 2019 25.53%
November 30, 2019 25.53%
October 31, 2019 25.53%
September 30, 2019 25.53%
August 31, 2019 25.53%
July 31, 2019 25.53%
June 30, 2019 25.53%
May 31, 2019 25.53%
April 30, 2019 25.53%
March 31, 2019 25.53%
February 28, 2019 25.53%
January 31, 2019 25.53%
December 31, 2018 25.53%
November 30, 2018 22.17%
October 31, 2018 22.17%
September 30, 2018 22.17%
August 31, 2018 22.17%

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

22.17%
Minimum
Oct 2017
40.00%
Maximum
Jun 2022
31.10%
Average
37.51%
Median
Mar 2020