Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
June 30, 2022 36.34%
May 31, 2022 32.71%
April 30, 2022 28.18%
March 31, 2022 28.18%
February 28, 2022 28.18%
January 31, 2022 28.18%
December 31, 2021 28.18%
November 30, 2021 28.18%
October 31, 2021 28.18%
September 30, 2021 28.18%
August 31, 2021 28.18%
July 31, 2021 28.18%
June 30, 2021 28.18%
May 31, 2021 28.18%
April 30, 2021 28.18%
March 31, 2021 28.18%
February 28, 2021 28.18%
January 31, 2021 28.18%
December 31, 2020 28.18%
November 30, 2020 28.18%
October 31, 2020 28.18%
September 30, 2020 28.18%
August 31, 2020 28.18%
July 31, 2020 28.18%
June 30, 2020 28.18%
Date Value
May 31, 2020 28.18%
April 30, 2020 28.18%
March 31, 2020 28.18%
February 29, 2020 18.13%
January 31, 2020 18.13%
December 31, 2019 18.13%
November 30, 2019 18.13%
October 31, 2019 18.13%
September 30, 2019 18.13%
August 31, 2019 18.13%
July 31, 2019 18.13%
June 30, 2019 18.13%
May 31, 2019 18.13%
April 30, 2019 18.13%
March 31, 2019 18.13%
February 28, 2019 18.13%
January 31, 2019 18.13%
December 31, 2018 18.13%
November 30, 2018 14.96%
October 31, 2018 14.96%
September 30, 2018 14.96%
August 31, 2018 14.96%
July 31, 2018 14.96%
June 30, 2018 14.96%
May 31, 2018 14.96%

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

14.96%
Minimum
Jul 2017
36.34%
Maximum
Jun 2022
22.13%
Average
18.13%
Median
Dec 2018