Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
June 30, 2022 33.79%
May 31, 2022 33.79%
April 30, 2022 33.79%
March 31, 2022 33.79%
February 28, 2022 33.79%
January 31, 2022 33.79%
December 31, 2021 33.79%
November 30, 2021 33.79%
October 31, 2021 33.79%
September 30, 2021 33.79%
August 31, 2021 33.79%
July 31, 2021 33.79%
June 30, 2021 33.79%
May 31, 2021 33.79%
April 30, 2021 33.79%
March 31, 2021 33.79%
February 28, 2021 33.79%
January 31, 2021 33.79%
December 31, 2020 33.79%
November 30, 2020 33.79%
October 31, 2020 33.79%
September 30, 2020 33.79%
August 31, 2020 33.79%
July 31, 2020 33.79%
June 30, 2020 33.79%
Date Value
May 31, 2020 33.79%
April 30, 2020 33.79%
March 31, 2020 33.79%
February 29, 2020 24.19%
January 31, 2020 22.77%
December 31, 2019 22.77%
November 30, 2019 22.77%
October 31, 2019 22.77%
September 30, 2019 22.77%
August 31, 2019 22.77%
July 31, 2019 22.18%
June 30, 2019 22.18%
May 31, 2019 22.18%
April 30, 2019 20.99%
March 31, 2019 20.99%
February 28, 2019 20.99%
January 31, 2019 20.99%
December 31, 2018 20.99%
November 30, 2018 16.27%
October 31, 2018 16.27%
September 30, 2018 14.47%
August 31, 2018 14.47%
July 31, 2018 14.47%
June 30, 2018 14.47%
May 31, 2018 14.47%

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

10.29%
Minimum
Jul 2017
33.79%
Maximum
Mar 2020
24.82%
Average
22.77%
Median
Aug 2019