Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
June 30, 2022 45.11%
May 31, 2022 45.11%
April 30, 2022 45.11%
March 31, 2022 45.11%
February 28, 2022 45.11%
January 31, 2022 45.11%
December 31, 2021 45.11%
November 30, 2021 45.11%
October 31, 2021 45.11%
September 30, 2021 45.11%
August 31, 2021 45.11%
July 31, 2021 45.11%
June 30, 2021 45.11%
May 31, 2021 45.11%
April 30, 2021 45.11%
March 31, 2021 45.11%
February 28, 2021 45.11%
January 31, 2021 45.11%
December 31, 2020 45.11%
November 30, 2020 45.11%
October 31, 2020 45.11%
September 30, 2020 45.11%
August 31, 2020 45.11%
July 31, 2020 45.11%
June 30, 2020 45.11%
Date Value
May 31, 2020 45.11%
April 30, 2020 45.11%
March 31, 2020 45.11%
February 29, 2020 27.66%
January 31, 2020 27.66%
December 31, 2019 27.66%
November 30, 2019 27.66%
October 31, 2019 27.66%
September 30, 2019 27.66%
August 31, 2019 27.66%
July 31, 2019 27.66%
June 30, 2019 27.66%
May 31, 2019 27.66%
April 30, 2019 27.66%
March 31, 2019 27.66%
February 28, 2019 27.66%
January 31, 2019 27.66%
December 31, 2018 27.66%
November 30, 2018 15.91%
October 31, 2018 15.69%
September 30, 2018 14.76%
August 31, 2018 14.76%
July 31, 2018 14.76%
June 30, 2018 14.76%
May 31, 2018 14.76%

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

14.76%
Minimum
Jul 2017
45.11%
Maximum
Mar 2020
32.18%
Average
27.66%
Median
Dec 2018