Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
June 30, 2022 60.81%
May 31, 2022 59.89%
April 30, 2022 50.53%
March 31, 2022 48.82%
February 28, 2022 40.63%
January 31, 2022 38.57%
December 31, 2021 29.22%
November 30, 2021 29.22%
October 31, 2021 29.22%
September 30, 2021 29.22%
August 31, 2021 29.22%
July 31, 2021 29.22%
June 30, 2021 29.22%
May 31, 2021 29.22%
April 30, 2021 29.22%
March 31, 2021 29.22%
February 28, 2021 29.22%
January 31, 2021 29.22%
December 31, 2020 29.22%
November 30, 2020 29.22%
October 31, 2020 29.22%
September 30, 2020 29.22%
August 31, 2020 29.22%
July 31, 2020 29.22%
June 30, 2020 29.22%
Date Value
May 31, 2020 29.22%
April 30, 2020 29.22%
March 31, 2020 29.22%
February 29, 2020 26.63%
January 31, 2020 26.63%
December 31, 2019 26.63%
November 30, 2019 26.63%
October 31, 2019 26.63%
September 30, 2019 26.63%
August 31, 2019 26.63%
July 31, 2019 26.63%
June 30, 2019 26.63%
May 31, 2019 26.63%
April 30, 2019 26.63%
March 31, 2019 26.63%
February 28, 2019 26.63%
January 31, 2019 26.63%
December 31, 2018 26.63%
November 30, 2018 26.63%
October 31, 2018 26.63%
September 30, 2018 24.44%
August 31, 2018 24.44%
July 31, 2018 24.44%
June 30, 2018 24.44%
May 31, 2018 24.44%

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

24.44%
Minimum
Jul 2017
60.81%
Maximum
Jun 2022
29.35%
Average
26.63%
Median
Oct 2018