Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2022 49.03%
June 30, 2022 49.03%
May 31, 2022 46.71%
April 30, 2022 38.77%
March 31, 2022 38.77%
February 28, 2022 38.77%
January 31, 2022 38.77%
December 31, 2021 38.77%
November 30, 2021 38.77%
October 31, 2021 38.77%
September 30, 2021 38.77%
August 31, 2021 38.77%
July 31, 2021 38.77%
June 30, 2021 38.77%
May 31, 2021 38.77%
April 30, 2021 38.77%
March 31, 2021 38.77%
February 28, 2021 38.77%
January 31, 2021 38.77%
December 31, 2020 38.77%
November 30, 2020 38.77%
October 31, 2020 38.77%
September 30, 2020 38.77%
August 31, 2020 38.77%
July 31, 2020 38.77%
Date Value
June 30, 2020 38.77%
May 31, 2020 38.77%
April 30, 2020 38.77%
March 31, 2020 38.77%
February 29, 2020 37.63%
January 31, 2020 37.63%
December 31, 2019 37.63%
November 30, 2019 37.63%
October 31, 2019 37.63%
September 30, 2019 37.63%
August 31, 2019 37.63%
July 31, 2019 37.63%
June 30, 2019 37.63%
May 31, 2019 37.63%
April 30, 2019 37.63%
March 31, 2019 37.63%
February 28, 2019 37.63%
January 31, 2019 37.63%
December 31, 2018 37.63%
November 30, 2018 37.63%
October 31, 2018 37.63%
September 30, 2018 37.63%
August 31, 2018 37.63%
July 31, 2018 37.63%
June 30, 2018 37.63%

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

37.63%
Minimum
Aug 2017
49.03%
Maximum
Jun 2022
38.65%
Average
37.63%
Median
Aug 2017