Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2022 39.13%
June 30, 2022 39.13%
May 31, 2022 39.13%
April 30, 2022 39.13%
March 31, 2022 39.13%
February 28, 2022 39.13%
January 31, 2022 39.13%
December 31, 2021 39.13%
November 30, 2021 39.13%
October 31, 2021 39.13%
September 30, 2021 39.13%
August 31, 2021 39.13%
July 31, 2021 39.13%
June 30, 2021 39.13%
May 31, 2021 39.13%
April 30, 2021 39.13%
March 31, 2021 39.13%
February 28, 2021 39.13%
January 31, 2021 39.13%
December 31, 2020 39.13%
November 30, 2020 39.13%
October 31, 2020 39.13%
September 30, 2020 39.13%
August 31, 2020 39.13%
July 31, 2020 39.13%
Date Value
June 30, 2020 39.13%
May 31, 2020 39.13%
April 30, 2020 39.13%
March 31, 2020 39.13%
February 29, 2020 19.74%
January 31, 2020 19.74%
December 31, 2019 19.74%
November 30, 2019 19.74%
October 31, 2019 19.74%
September 30, 2019 19.74%
August 31, 2019 19.74%
July 31, 2019 19.74%
June 30, 2019 19.74%
May 31, 2019 19.74%
April 30, 2019 19.74%
March 31, 2019 19.74%
February 28, 2019 19.74%
January 31, 2019 19.74%
December 31, 2018 19.74%
November 30, 2018 15.61%
October 31, 2018 15.61%
September 30, 2018 15.61%
August 31, 2018 15.61%
July 31, 2018 15.61%
June 30, 2018 15.61%

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

15.61%
Minimum
Aug 2017
39.13%
Maximum
Mar 2020
28.01%
Average
19.74%
Median
Dec 2018