Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
June 30, 2022 34.40%
May 31, 2022 34.40%
April 30, 2022 34.40%
March 31, 2022 34.40%
February 28, 2022 34.40%
January 31, 2022 34.40%
December 31, 2021 34.40%
November 30, 2021 34.40%
October 31, 2021 34.40%
September 30, 2021 34.40%
August 31, 2021 34.40%
July 31, 2021 34.40%
June 30, 2021 34.40%
May 31, 2021 34.40%
April 30, 2021 34.40%
March 31, 2021 34.40%
February 28, 2021 34.40%
January 31, 2021 34.40%
December 31, 2020 34.40%
November 30, 2020 34.40%
October 31, 2020 34.40%
September 30, 2020 34.40%
August 31, 2020 34.40%
July 31, 2020 34.40%
June 30, 2020 34.40%
Date Value
May 31, 2020 34.40%
April 30, 2020 34.40%
March 31, 2020 34.40%
February 29, 2020 22.36%
January 31, 2020 22.36%
December 31, 2019 22.36%
November 30, 2019 22.36%
October 31, 2019 22.36%
September 30, 2019 22.36%
August 31, 2019 22.36%
July 31, 2019 22.36%
June 30, 2019 22.36%
May 31, 2019 22.36%
April 30, 2019 22.36%
March 31, 2019 22.36%
February 28, 2019 22.36%
January 31, 2019 22.36%
December 31, 2018 22.36%
November 30, 2018 16.39%
October 31, 2018 16.39%
September 30, 2018 16.39%
August 31, 2018 16.39%
July 31, 2018 16.39%
June 30, 2018 16.39%
May 31, 2018 16.39%

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

16.39%
Minimum
Jul 2017
34.40%
Maximum
Mar 2020
26.29%
Average
22.36%
Median
Dec 2018