Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
June 30, 2022 46.80%
May 31, 2022 44.34%
April 30, 2022 34.69%
March 31, 2022 33.64%
February 28, 2022 30.68%
January 31, 2022 30.68%
December 31, 2021 30.37%
November 30, 2021 30.37%
October 31, 2021 30.37%
September 30, 2021 30.37%
August 31, 2021 30.37%
July 31, 2021 30.37%
June 30, 2021 30.37%
May 31, 2021 30.37%
April 30, 2021 30.37%
March 31, 2021 30.37%
February 28, 2021 30.37%
January 31, 2021 30.37%
December 31, 2020 30.37%
November 30, 2020 30.37%
October 31, 2020 30.37%
September 30, 2020 30.37%
August 31, 2020 30.37%
July 31, 2020 30.37%
June 30, 2020 30.37%
Date Value
May 31, 2020 30.37%
April 30, 2020 30.37%
March 31, 2020 30.37%
February 29, 2020 23.57%
January 31, 2020 23.57%
December 31, 2019 23.57%
November 30, 2019 23.57%
October 31, 2019 23.57%
September 30, 2019 23.57%
August 31, 2019 23.57%
July 31, 2019 23.57%
June 30, 2019 23.57%
May 31, 2019 23.57%
April 30, 2019 23.57%
March 31, 2019 23.57%
February 28, 2019 23.57%
January 31, 2019 23.57%
December 31, 2018 23.57%
November 30, 2018 21.75%
October 31, 2018 21.75%
September 30, 2018 21.75%
August 31, 2018 21.75%
July 31, 2018 21.75%
June 30, 2018 21.75%
May 31, 2018 21.75%

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

21.75%
Minimum
Jul 2017
46.80%
Maximum
Jun 2022
26.87%
Average
23.57%
Median
Dec 2018