Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2022 42.49%
June 30, 2022 42.49%
May 31, 2022 42.49%
April 30, 2022 42.49%
March 31, 2022 42.49%
February 28, 2022 42.49%
January 31, 2022 42.49%
December 31, 2021 42.49%
November 30, 2021 42.49%
October 31, 2021 42.49%
September 30, 2021 42.49%
August 31, 2021 42.49%
July 31, 2021 42.49%
June 30, 2021 42.49%
May 31, 2021 42.49%
April 30, 2021 42.49%
March 31, 2021 42.49%
February 28, 2021 42.49%
January 31, 2021 42.49%
December 31, 2020 42.49%
November 30, 2020 42.49%
October 31, 2020 42.49%
September 30, 2020 42.49%
August 31, 2020 42.49%
July 31, 2020 42.49%
Date Value
June 30, 2020 42.49%
May 31, 2020 42.49%
April 30, 2020 42.49%
March 31, 2020 42.49%
February 29, 2020 28.63%
January 31, 2020 28.63%
December 31, 2019 28.63%
November 30, 2019 28.63%
October 31, 2019 28.63%
September 30, 2019 28.63%
August 31, 2019 28.63%
July 31, 2019 28.63%
June 30, 2019 28.63%
May 31, 2019 28.63%
April 30, 2019 28.63%
March 31, 2019 28.63%
February 28, 2019 28.63%
January 31, 2019 28.63%
December 31, 2018 28.63%
November 30, 2018 25.70%
October 31, 2018 25.70%
September 30, 2018 25.70%
August 31, 2018 25.70%
July 31, 2018 25.70%
June 30, 2018 25.70%

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

25.70%
Minimum
Aug 2017
42.49%
Maximum
Mar 2020
34.55%
Average
28.63%
Median
Dec 2018