Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
June 30, 2022 41.71%
May 31, 2022 41.71%
April 30, 2022 41.71%
March 31, 2022 41.71%
February 28, 2022 41.71%
January 31, 2022 41.71%
December 31, 2021 41.71%
November 30, 2021 41.71%
October 31, 2021 41.71%
September 30, 2021 41.71%
August 31, 2021 41.71%
July 31, 2021 41.71%
June 30, 2021 41.71%
May 31, 2021 41.71%
April 30, 2021 41.71%
March 31, 2021 41.71%
February 28, 2021 41.71%
January 31, 2021 41.71%
December 31, 2020 41.71%
November 30, 2020 41.71%
October 31, 2020 41.71%
September 30, 2020 41.71%
August 31, 2020 41.71%
July 31, 2020 41.71%
June 30, 2020 41.71%
Date Value
May 31, 2020 41.71%
April 30, 2020 41.71%
March 31, 2020 41.71%
February 29, 2020 27.58%
January 31, 2020 27.58%
December 31, 2019 27.58%
November 30, 2019 27.58%
October 31, 2019 27.58%
September 30, 2019 27.58%
August 31, 2019 27.58%
July 31, 2019 27.58%
June 30, 2019 27.58%
May 31, 2019 27.58%
April 30, 2019 27.58%
March 31, 2019 27.58%
February 28, 2019 27.58%
January 31, 2019 27.58%
December 31, 2018 27.58%
November 30, 2018 26.03%
October 31, 2018 26.03%
September 30, 2018 26.03%
August 31, 2018 26.03%
July 31, 2018 26.03%
June 30, 2018 26.03%
May 31, 2018 26.03%

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

26.03%
Minimum
Jul 2017
41.71%
Maximum
Mar 2020
33.73%
Average
27.58%
Median
Dec 2018