Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2022 22.78%
April 30, 2022 22.78%
March 31, 2022 22.78%
February 28, 2022 22.78%
January 31, 2022 22.78%
December 31, 2021 22.78%
November 30, 2021 22.78%
October 31, 2021 22.78%
September 30, 2021 22.78%
August 31, 2021 22.78%
July 31, 2021 22.78%
June 30, 2021 22.78%
May 31, 2021 22.78%
April 30, 2021 22.78%
March 31, 2021 22.78%
February 28, 2021 22.78%
January 31, 2021 22.78%
December 31, 2020 22.78%
November 30, 2020 22.78%
October 31, 2020 22.78%
September 30, 2020 22.78%
August 31, 2020 22.78%
July 31, 2020 22.78%
June 30, 2020 22.78%
May 31, 2020 22.78%
Date Value
April 30, 2020 22.78%
March 31, 2020 22.78%
February 29, 2020 11.94%
January 31, 2020 11.94%
December 31, 2019 11.94%
November 30, 2019 11.94%
October 31, 2019 11.94%
September 30, 2019 11.94%
August 31, 2019 11.94%
July 31, 2019 11.94%
June 30, 2019 11.94%
May 31, 2019 11.94%
April 30, 2019 11.94%
March 31, 2019 11.94%
February 28, 2019 11.94%
January 31, 2019 11.94%
December 31, 2018 11.94%
November 30, 2018 8.54%
October 31, 2018 8.54%
September 30, 2018 8.54%
August 31, 2018 8.54%
July 31, 2018 8.54%
June 30, 2018 8.54%
May 31, 2018 8.54%
April 30, 2018 8.54%

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

8.54%
Minimum
Jun 2017
22.78%
Maximum
Mar 2020
15.80%
Average
11.94%
Median
Dec 2018