Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2022 40.75%
June 30, 2022 40.75%
May 31, 2022 39.95%
April 30, 2022 39.95%
March 31, 2022 39.95%
February 28, 2022 39.95%
January 31, 2022 39.95%
December 31, 2021 39.95%
November 30, 2021 39.95%
October 31, 2021 39.95%
September 30, 2021 39.95%
August 31, 2021 39.95%
July 31, 2021 39.95%
June 30, 2021 39.95%
May 31, 2021 39.95%
April 30, 2021 39.95%
March 31, 2021 39.95%
February 28, 2021 39.95%
January 31, 2021 39.95%
December 31, 2020 39.95%
November 30, 2020 39.95%
October 31, 2020 39.95%
September 30, 2020 39.95%
August 31, 2020 39.95%
July 31, 2020 39.95%
Date Value
June 30, 2020 39.95%
May 31, 2020 39.95%
April 30, 2020 39.95%
March 31, 2020 39.95%
February 29, 2020 27.93%
January 31, 2020 27.93%
December 31, 2019 27.93%
November 30, 2019 27.93%
October 31, 2019 27.93%
September 30, 2019 27.93%
August 31, 2019 27.93%
July 31, 2019 27.93%
June 30, 2019 27.93%
May 31, 2019 27.93%
April 30, 2019 27.93%
March 31, 2019 27.93%
February 28, 2019 27.93%
January 31, 2019 27.93%
December 31, 2018 27.93%
November 30, 2018 25.17%
October 31, 2018 25.17%
September 30, 2018 25.17%
August 31, 2018 25.17%
July 31, 2018 25.17%
June 30, 2018 25.17%

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

25.17%
Minimum
Aug 2017
40.75%
Maximum
Jun 2022
33.03%
Average
27.93%
Median
Dec 2018