Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2022 32.81%
June 30, 2022 32.81%
May 31, 2022 32.81%
April 30, 2022 32.81%
March 31, 2022 32.81%
February 28, 2022 32.81%
January 31, 2022 32.81%
December 31, 2021 32.81%
November 30, 2021 32.81%
October 31, 2021 32.81%
September 30, 2021 32.81%
August 31, 2021 32.81%
July 31, 2021 32.81%
June 30, 2021 32.81%
May 31, 2021 32.81%
April 30, 2021 32.81%
March 31, 2021 32.81%
February 28, 2021 32.81%
January 31, 2021 32.81%
December 31, 2020 32.81%
November 30, 2020 32.81%
October 31, 2020 32.81%
September 30, 2020 32.81%
August 31, 2020 32.81%
July 31, 2020 32.81%
Date Value
June 30, 2020 32.81%
May 31, 2020 32.81%
April 30, 2020 32.81%
March 31, 2020 32.31%
February 29, 2020 27.38%
January 31, 2020 27.38%
December 31, 2019 27.38%
November 30, 2019 27.38%
October 31, 2019 27.38%
September 30, 2019 27.38%
August 31, 2019 27.38%
July 31, 2019 27.38%
June 30, 2019 27.38%
May 31, 2019 27.38%
April 30, 2019 27.38%
March 31, 2019 27.38%
February 28, 2019 27.38%
January 31, 2019 27.38%
December 31, 2018 27.38%
November 30, 2018 19.61%
October 31, 2018 19.61%
September 30, 2018 19.61%
August 31, 2018 19.61%
July 31, 2018 19.61%
June 30, 2018 19.61%

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

19.61%
Minimum
Aug 2017
32.81%
Maximum
Apr 2020
27.92%
Average
27.38%
Median
Dec 2018