Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2022 34.55%
June 30, 2022 34.55%
May 31, 2022 34.55%
April 30, 2022 34.55%
March 31, 2022 34.55%
February 28, 2022 34.55%
January 31, 2022 34.55%
December 31, 2021 34.55%
November 30, 2021 34.55%
October 31, 2021 34.55%
September 30, 2021 34.55%
August 31, 2021 34.55%
July 31, 2021 34.55%
June 30, 2021 34.55%
May 31, 2021 34.55%
April 30, 2021 34.55%
March 31, 2021 34.55%
February 28, 2021 34.55%
January 31, 2021 34.55%
December 31, 2020 34.55%
November 30, 2020 40.07%
October 31, 2020 40.07%
September 30, 2020 40.07%
August 31, 2020 40.07%
July 31, 2020 40.07%
Date Value
June 30, 2020 40.07%
May 31, 2020 40.07%
April 30, 2020 40.07%
March 31, 2020 40.07%
February 29, 2020 40.07%
January 31, 2020 40.07%
December 31, 2019 40.07%
November 30, 2019 40.07%
October 31, 2019 40.07%
September 30, 2019 40.07%
August 31, 2019 40.07%
July 31, 2019 40.07%
June 30, 2019 40.07%
May 31, 2019 40.07%
April 30, 2019 40.07%
March 31, 2019 40.07%
February 28, 2019 40.07%
January 31, 2019 40.07%
December 31, 2018 40.07%
November 30, 2018 40.07%
October 31, 2018 40.07%
September 30, 2018 40.07%
August 31, 2018 40.07%
July 31, 2018 40.07%
June 30, 2018 40.07%

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

34.55%
Minimum
Dec 2020
40.07%
Maximum
Aug 2017
38.23%
Average
40.07%
Median
Aug 2017