Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2022 31.11%
April 30, 2022 31.11%
March 31, 2022 31.11%
February 28, 2022 31.11%
January 31, 2022 31.11%
December 31, 2021 31.11%
November 30, 2021 31.11%
October 31, 2021 31.11%
September 30, 2021 31.11%
August 31, 2021 31.11%
July 31, 2021 31.11%
June 30, 2021 31.11%
May 31, 2021 31.11%
April 30, 2021 31.11%
March 31, 2021 31.11%
February 28, 2021 31.11%
January 31, 2021 31.11%
December 31, 2020 31.11%
November 30, 2020 31.11%
October 31, 2020 31.11%
September 30, 2020 31.11%
August 31, 2020 31.11%
July 31, 2020 31.11%
June 30, 2020 31.11%
May 31, 2020 31.11%
Date Value
April 30, 2020 31.11%
March 31, 2020 31.11%
February 29, 2020 18.73%
January 31, 2020 18.73%
December 31, 2019 18.73%
November 30, 2019 18.73%
October 31, 2019 18.73%
September 30, 2019 18.73%
August 31, 2019 18.73%
July 31, 2019 18.73%
June 30, 2019 18.73%
May 31, 2019 18.73%
April 30, 2019 18.73%
March 31, 2019 18.73%
February 28, 2019 18.73%
January 31, 2019 18.73%
December 31, 2018 18.73%
November 30, 2018 14.42%
October 31, 2018 14.42%
September 30, 2018 14.42%
August 31, 2018 14.42%
July 31, 2018 14.42%
June 30, 2018 14.42%
May 31, 2018 14.42%
April 30, 2018 14.42%

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

14.42%
Minimum
Jun 2017
31.11%
Maximum
Mar 2020
23.01%
Average
18.73%
Median
Dec 2018