Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
June 30, 2022 32.19%
May 31, 2022 31.35%
April 30, 2022 31.35%
March 31, 2022 31.35%
February 28, 2022 31.35%
January 31, 2022 31.35%
December 31, 2021 31.35%
November 30, 2021 31.35%
October 31, 2021 31.35%
September 30, 2021 31.35%
August 31, 2021 31.35%
July 31, 2021 31.35%
June 30, 2021 31.35%
May 31, 2021 31.35%
April 30, 2021 31.35%
March 31, 2021 31.35%
February 28, 2021 31.35%
January 31, 2021 31.35%
December 31, 2020 31.35%
November 30, 2020 31.35%
October 31, 2020 31.35%
September 30, 2020 31.35%
August 31, 2020 31.35%
July 31, 2020 31.35%
June 30, 2020 31.35%
Date Value
May 31, 2020 31.35%
April 30, 2020 31.35%
March 31, 2020 31.35%
February 29, 2020 20.83%
January 31, 2020 20.83%
December 31, 2019 20.83%
November 30, 2019 20.83%
October 31, 2019 20.83%
September 30, 2019 20.83%
August 31, 2019 20.83%
July 31, 2019 20.83%
June 30, 2019 20.83%
May 31, 2019 20.83%
April 30, 2019 20.83%
March 31, 2019 20.83%
February 28, 2019 20.83%
January 31, 2019 20.83%
December 31, 2018 20.83%
November 30, 2018 18.09%
October 31, 2018 18.09%
September 30, 2018 18.09%
August 31, 2018 18.09%
July 31, 2018 18.09%
June 30, 2018 18.09%
May 31, 2018 18.09%

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

18.09%
Minimum
Jul 2017
32.19%
Maximum
Jun 2022
24.98%
Average
20.83%
Median
Dec 2018