Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2022 11.86%
April 30, 2022 10.80%
March 31, 2022 9.91%
February 28, 2022 9.91%
January 31, 2022 9.91%
December 31, 2021 9.91%
November 30, 2021 9.91%
October 31, 2021 9.91%
September 30, 2021 9.91%
August 31, 2021 9.91%
July 31, 2021 9.91%
June 30, 2021 9.91%
May 31, 2021 9.91%
April 30, 2021 9.91%
March 31, 2021 9.91%
February 28, 2021 9.91%
January 31, 2021 9.91%
December 31, 2020 9.91%
November 30, 2020 9.91%
October 31, 2020 9.91%
September 30, 2020 9.91%
August 31, 2020 9.91%
July 31, 2020 9.91%
June 30, 2020 9.91%
May 31, 2020 9.91%
Date Value
April 30, 2020 9.91%
March 31, 2020 9.91%
February 29, 2020 3.70%
January 31, 2020 3.70%
December 31, 2019 3.70%
November 30, 2019 3.70%
October 31, 2019 3.70%
September 30, 2019 3.70%
August 31, 2019 3.70%
July 31, 2019 3.70%
June 30, 2019 3.70%
May 31, 2019 3.70%
April 30, 2019 3.70%
March 31, 2019 3.70%
February 28, 2019 3.70%
January 31, 2019 3.70%
December 31, 2018 3.70%
November 30, 2018 3.70%
October 31, 2018 3.70%
September 30, 2018 3.70%
August 31, 2018 3.70%
July 31, 2018 3.70%
June 30, 2018 5.35%
May 31, 2018 5.35%
April 30, 2018 5.35%

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

3.70%
Minimum
Jul 2018
11.86%
Maximum
May 2022
6.90%
Average
5.35%
Median
Jun 2017