Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2022 23.41%
April 30, 2022 23.41%
March 31, 2022 23.41%
February 28, 2022 23.41%
January 31, 2022 23.41%
December 31, 2021 23.41%
November 30, 2021 23.41%
October 31, 2021 23.41%
September 30, 2021 23.41%
August 31, 2021 23.41%
July 31, 2021 23.41%
June 30, 2021 23.41%
May 31, 2021 23.41%
April 30, 2021 23.41%
March 31, 2021 23.41%
February 28, 2021 23.41%
January 31, 2021 23.41%
December 31, 2020 23.41%
November 30, 2020 23.41%
October 31, 2020 23.41%
September 30, 2020 23.41%
August 31, 2020 23.41%
July 31, 2020 23.41%
June 30, 2020 23.41%
May 31, 2020 23.41%
Date Value
April 30, 2020 23.41%
March 31, 2020 23.41%
February 29, 2020 12.17%
January 31, 2020 12.17%
December 31, 2019 12.17%
November 30, 2019 12.17%
October 31, 2019 12.17%
September 30, 2019 12.17%
August 31, 2019 12.17%
July 31, 2019 12.17%
June 30, 2019 12.17%
May 31, 2019 12.17%
April 30, 2019 12.17%
March 31, 2019 12.17%
February 28, 2019 12.17%
January 31, 2019 12.17%
December 31, 2018 12.17%
November 30, 2018 11.13%
October 31, 2018 11.13%
September 30, 2018 11.13%
August 31, 2018 11.13%
July 31, 2018 11.13%
June 30, 2018 11.13%
May 31, 2018 11.13%
April 30, 2018 11.13%

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

11.13%
Minimum
Jun 2017
23.41%
Maximum
Mar 2020
16.92%
Average
12.17%
Median
Dec 2018