Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
June 30, 2022 22.06%
May 31, 2022 22.06%
April 30, 2022 22.06%
March 31, 2022 22.06%
February 28, 2022 22.06%
January 31, 2022 22.06%
December 31, 2021 22.06%
November 30, 2021 22.06%
October 31, 2021 22.06%
September 30, 2021 22.06%
August 31, 2021 22.06%
July 31, 2021 22.06%
June 30, 2021 22.06%
May 31, 2021 22.06%
April 30, 2021 22.06%
March 31, 2021 22.06%
February 28, 2021 22.06%
January 31, 2021 22.06%
December 31, 2020 22.06%
November 30, 2020 22.06%
October 31, 2020 22.06%
September 30, 2020 22.06%
August 31, 2020 22.06%
July 31, 2020 22.06%
June 30, 2020 22.06%
Date Value
May 31, 2020 22.06%
April 30, 2020 22.06%
March 31, 2020 22.06%
February 29, 2020 11.80%
January 31, 2020 11.80%
December 31, 2019 11.80%
November 30, 2019 11.80%
October 31, 2019 11.80%
September 30, 2019 11.80%
August 31, 2019 11.80%
July 31, 2019 11.80%
June 30, 2019 11.80%
May 31, 2019 11.80%
April 30, 2019 11.80%
March 31, 2019 11.80%
February 28, 2019 11.80%
January 31, 2019 11.80%
December 31, 2018 11.80%
November 30, 2018 8.21%
October 31, 2018 8.21%
September 30, 2018 8.21%
August 31, 2018 8.21%
July 31, 2018 8.21%
June 30, 2018 8.21%
May 31, 2018 8.21%

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

8.21%
Minimum
Jul 2017
22.06%
Maximum
Mar 2020
15.57%
Average
11.80%
Median
Dec 2018