Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2022 39.29%
April 30, 2022 39.29%
March 31, 2022 39.29%
February 28, 2022 39.29%
January 31, 2022 39.29%
December 31, 2021 39.29%
November 30, 2021 39.29%
October 31, 2021 39.29%
September 30, 2021 39.29%
August 31, 2021 39.29%
July 31, 2021 39.29%
June 30, 2021 39.29%
May 31, 2021 39.29%
April 30, 2021 39.29%
March 31, 2021 39.29%
February 28, 2021 39.29%
January 31, 2021 39.29%
December 31, 2020 39.29%
November 30, 2020 39.29%
October 31, 2020 39.29%
September 30, 2020 39.29%
August 31, 2020 39.29%
July 31, 2020 39.29%
June 30, 2020 39.29%
May 31, 2020 39.29%
Date Value
April 30, 2020 39.29%
March 31, 2020 39.29%
February 29, 2020 28.37%
January 31, 2020 28.37%
December 31, 2019 28.37%
November 30, 2019 28.37%
October 31, 2019 28.37%
September 30, 2019 28.37%
August 31, 2019 28.37%
July 31, 2019 28.37%
June 30, 2019 28.37%
May 31, 2019 28.37%
April 30, 2019 28.37%
March 31, 2019 28.37%
February 28, 2019 28.37%
January 31, 2019 28.37%
December 31, 2018 28.37%
November 30, 2018 26.94%
October 31, 2018 26.94%
September 30, 2018 26.94%
August 31, 2018 26.94%
July 31, 2018 26.94%
June 30, 2018 26.94%
May 31, 2018 26.94%
April 30, 2018 26.94%

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

26.94%
Minimum
Jun 2017
39.29%
Maximum
Mar 2020
32.85%
Average
28.37%
Median
Dec 2018