Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
June 30, 2022 39.18%
May 31, 2022 36.50%
April 30, 2022 31.13%
March 31, 2022 31.13%
February 28, 2022 31.13%
January 31, 2022 31.13%
December 31, 2021 31.13%
November 30, 2021 31.13%
October 31, 2021 31.13%
September 30, 2021 31.13%
August 31, 2021 31.13%
July 31, 2021 31.13%
June 30, 2021 31.13%
May 31, 2021 31.13%
April 30, 2021 31.13%
March 31, 2021 31.13%
February 28, 2021 31.13%
January 31, 2021 31.13%
December 31, 2020 31.13%
November 30, 2020 31.13%
October 31, 2020 31.13%
September 30, 2020 31.13%
August 31, 2020 31.13%
July 31, 2020 31.13%
June 30, 2020 31.13%
Date Value
May 31, 2020 31.13%
April 30, 2020 31.13%
March 31, 2020 31.13%
February 29, 2020 21.30%
January 31, 2020 21.30%
December 31, 2019 21.30%
November 30, 2019 21.30%
October 31, 2019 21.30%
September 30, 2019 21.30%
August 31, 2019 21.30%
July 31, 2019 21.30%
June 30, 2019 21.30%
May 31, 2019 21.30%
April 30, 2019 21.30%
March 31, 2019 21.30%
February 28, 2019 21.30%
January 31, 2019 21.30%
December 31, 2018 21.30%
November 30, 2018 17.81%
October 31, 2018 17.81%
September 30, 2018 17.81%
August 31, 2018 17.81%
July 31, 2018 17.81%
June 30, 2018 17.81%
May 31, 2018 17.81%

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

17.81%
Minimum
Jul 2017
39.18%
Maximum
Jun 2022
25.12%
Average
21.30%
Median
Dec 2018

Max Drawdown (5Y) Related Metrics