Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
June 30, 2022 40.57%
May 31, 2022 38.10%
April 30, 2022 31.26%
March 31, 2022 31.26%
February 28, 2022 31.26%
January 31, 2022 31.26%
December 31, 2021 31.26%
November 30, 2021 31.26%
October 31, 2021 31.26%
September 30, 2021 31.26%
August 31, 2021 31.26%
July 31, 2021 31.26%
June 30, 2021 31.26%
May 31, 2021 31.26%
April 30, 2021 31.26%
March 31, 2021 31.26%
February 28, 2021 31.26%
January 31, 2021 31.26%
December 31, 2020 31.26%
November 30, 2020 31.26%
October 31, 2020 31.26%
September 30, 2020 31.26%
August 31, 2020 31.26%
July 31, 2020 31.26%
June 30, 2020 31.26%
Date Value
May 31, 2020 31.26%
April 30, 2020 31.26%
March 31, 2020 31.26%
February 29, 2020 24.25%
January 31, 2020 24.25%
December 31, 2019 24.25%
November 30, 2019 24.25%
October 31, 2019 24.25%
September 30, 2019 24.25%
August 31, 2019 24.25%
July 31, 2019 24.25%
June 30, 2019 24.25%
May 31, 2019 24.25%
April 30, 2019 24.25%
March 31, 2019 24.25%
February 28, 2019 24.25%
January 31, 2019 24.25%
December 31, 2018 24.25%
November 30, 2018 18.92%
October 31, 2018 18.49%
September 30, 2018 18.49%
August 31, 2018 18.49%
July 31, 2018 18.49%
June 30, 2018 18.49%
May 31, 2018 18.49%

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

18.49%
Minimum
Jul 2017
40.57%
Maximum
Jun 2022
26.16%
Average
24.25%
Median
Dec 2018