Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
June 30, 2022 41.94%
May 31, 2022 39.46%
April 30, 2022 31.47%
March 31, 2022 31.47%
February 28, 2022 31.47%
January 31, 2022 31.47%
December 31, 2021 31.47%
November 30, 2021 31.47%
October 31, 2021 31.47%
September 30, 2021 31.47%
August 31, 2021 31.47%
July 31, 2021 31.47%
June 30, 2021 31.47%
May 31, 2021 31.47%
April 30, 2021 31.47%
March 31, 2021 31.47%
February 28, 2021 31.47%
January 31, 2021 31.47%
December 31, 2020 31.47%
November 30, 2020 31.47%
October 31, 2020 31.47%
September 30, 2020 31.47%
August 31, 2020 31.47%
July 31, 2020 31.47%
June 30, 2020 31.47%
Date Value
May 31, 2020 31.47%
April 30, 2020 31.47%
March 31, 2020 31.47%
February 29, 2020 26.28%
January 31, 2020 26.28%
December 31, 2019 26.28%
November 30, 2019 26.28%
October 31, 2019 26.28%
September 30, 2019 26.28%
August 31, 2019 26.28%
July 31, 2019 26.28%
June 30, 2019 26.28%
May 31, 2019 26.28%
April 30, 2019 26.28%
March 31, 2019 26.28%
February 28, 2019 26.28%
January 31, 2019 26.28%
December 31, 2018 26.28%
November 30, 2018 21.39%
October 31, 2018 18.13%
September 30, 2018 17.05%
August 31, 2018 17.05%
July 31, 2018 17.05%
June 30, 2018 17.05%
May 31, 2018 17.05%

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

17.05%
Minimum
Jul 2017
41.94%
Maximum
Jun 2022
26.49%
Average
26.28%
Median
Dec 2018