Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2022 27.34%
April 30, 2022 27.34%
March 31, 2022 27.34%
February 28, 2022 27.34%
January 31, 2022 27.34%
December 31, 2021 27.34%
November 30, 2021 27.34%
October 31, 2021 27.34%
September 30, 2021 27.34%
August 31, 2021 27.34%
July 31, 2021 27.34%
June 30, 2021 27.34%
May 31, 2021 27.34%
April 30, 2021 27.34%
March 31, 2021 27.34%
February 28, 2021 27.34%
January 31, 2021 27.34%
December 31, 2020 27.34%
November 30, 2020 27.34%
October 31, 2020 27.34%
September 30, 2020 27.34%
August 31, 2020 27.34%
July 31, 2020 27.34%
June 30, 2020 27.34%
May 31, 2020 27.34%
Date Value
April 30, 2020 27.34%
March 31, 2020 27.34%
February 29, 2020 13.40%
January 31, 2020 13.40%
December 31, 2019 13.40%
November 30, 2019 13.40%
October 31, 2019 13.40%
September 30, 2019 13.40%
August 31, 2019 13.40%
July 31, 2019 13.40%
June 30, 2019 13.40%
May 31, 2019 13.40%
April 30, 2019 13.40%
March 31, 2019 13.40%
February 28, 2019 13.40%
January 31, 2019 13.40%
December 31, 2018 13.40%
November 30, 2018 9.63%
October 31, 2018 9.63%
September 30, 2018 9.63%
August 31, 2018 9.63%
July 31, 2018 9.63%
June 30, 2018 9.63%
May 31, 2018 9.63%
April 30, 2018 9.63%

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

9.63%
Minimum
Jun 2017
27.34%
Maximum
Mar 2020
18.54%
Average
13.40%
Median
Dec 2018