Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2022 34.10%
June 30, 2022 34.10%
May 31, 2022 34.10%
April 30, 2022 34.10%
March 31, 2022 34.10%
February 28, 2022 34.10%
January 31, 2022 34.10%
December 31, 2021 34.10%
November 30, 2021 34.10%
October 31, 2021 34.10%
September 30, 2021 34.10%
August 31, 2021 34.10%
July 31, 2021 34.10%
June 30, 2021 34.10%
May 31, 2021 34.10%
April 30, 2021 34.10%
March 31, 2021 34.10%
February 28, 2021 34.10%
January 31, 2021 34.10%
December 31, 2020 34.10%
November 30, 2020 34.10%
October 31, 2020 34.10%
September 30, 2020 34.10%
August 31, 2020 34.10%
July 31, 2020 34.10%
Date Value
June 30, 2020 34.10%
May 31, 2020 34.10%
April 30, 2020 34.10%
March 31, 2020 34.10%
February 29, 2020 19.94%
January 31, 2020 19.94%
December 31, 2019 19.94%
November 30, 2019 19.94%
October 31, 2019 19.94%
September 30, 2019 19.94%
August 31, 2019 19.94%
July 31, 2019 19.94%
June 30, 2019 19.94%
May 31, 2019 19.94%
April 30, 2019 19.94%
March 31, 2019 19.94%
February 28, 2019 19.94%
January 31, 2019 19.94%
December 31, 2018 19.94%
November 30, 2018 14.36%
October 31, 2018 14.36%
September 30, 2018 14.36%
August 31, 2018 14.36%
July 31, 2018 14.36%
June 30, 2018 14.36%

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

14.36%
Minimum
Aug 2017
34.10%
Maximum
Mar 2020
25.30%
Average
19.94%
Median
Dec 2018