Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
June 30, 2022 38.65%
May 31, 2022 35.36%
April 30, 2022 31.39%
March 31, 2022 31.39%
February 28, 2022 31.39%
January 31, 2022 31.39%
December 31, 2021 31.39%
November 30, 2021 31.39%
October 31, 2021 31.39%
September 30, 2021 31.39%
August 31, 2021 31.39%
July 31, 2021 31.39%
June 30, 2021 31.39%
May 31, 2021 31.39%
April 30, 2021 31.39%
March 31, 2021 31.39%
February 28, 2021 31.39%
January 31, 2021 31.39%
December 31, 2020 31.39%
November 30, 2020 31.39%
October 31, 2020 31.39%
September 30, 2020 31.39%
August 31, 2020 31.39%
July 31, 2020 31.39%
June 30, 2020 31.39%
Date Value
May 31, 2020 31.39%
April 30, 2020 31.39%
March 31, 2020 31.39%
February 29, 2020 20.22%
January 31, 2020 20.22%
December 31, 2019 20.22%
November 30, 2019 20.22%
October 31, 2019 20.22%
September 30, 2019 20.22%
August 31, 2019 20.22%
July 31, 2019 20.22%
June 30, 2019 20.22%
May 31, 2019 20.22%
April 30, 2019 20.22%
March 31, 2019 20.22%
February 28, 2019 20.22%
January 31, 2019 20.22%
December 31, 2018 20.22%
November 30, 2018 17.41%
October 31, 2018 17.41%
September 30, 2018 17.41%
August 31, 2018 17.41%
July 31, 2018 17.41%
June 30, 2018 17.41%
May 31, 2018 17.41%

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

17.41%
Minimum
Jul 2017
38.65%
Maximum
Jun 2022
24.82%
Average
20.22%
Median
Dec 2018