Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2022 32.90%
June 30, 2022 32.90%
May 31, 2022 32.90%
April 30, 2022 32.90%
March 31, 2022 32.90%
February 28, 2022 32.90%
January 31, 2022 32.90%
December 31, 2021 32.90%
November 30, 2021 32.90%
October 31, 2021 32.90%
September 30, 2021 32.90%
August 31, 2021 32.90%
July 31, 2021 32.90%
June 30, 2021 32.90%
May 31, 2021 32.90%
April 30, 2021 32.90%
March 31, 2021 32.90%
February 28, 2021 32.90%
January 31, 2021 32.90%
December 31, 2020 32.90%
November 30, 2020 32.90%
October 31, 2020 32.90%
September 30, 2020 32.90%
August 31, 2020 32.90%
July 31, 2020 32.90%
Date Value
June 30, 2020 32.90%
May 31, 2020 32.90%
April 30, 2020 32.90%
March 31, 2020 32.90%
February 29, 2020 21.22%
January 31, 2020 21.22%
December 31, 2019 21.22%
November 30, 2019 21.22%
October 31, 2019 21.22%
September 30, 2019 21.22%
August 31, 2019 21.22%
July 31, 2019 21.22%
June 30, 2019 21.22%
May 31, 2019 21.22%
April 30, 2019 21.22%
March 31, 2019 21.22%
February 28, 2019 21.22%
January 31, 2019 21.22%
December 31, 2018 21.22%
November 30, 2018 21.22%
October 31, 2018 21.22%
September 30, 2018 21.22%
August 31, 2018 21.22%
July 31, 2018 21.22%
June 30, 2018 21.22%

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.

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Max Drawdown (5Y) Range, Past 5 Years

21.22%
Minimum
Aug 2017
32.90%
Maximum
Mar 2020
26.87%
Average
21.22%
Median
Aug 2017