Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
June 30, 2022 38.69%
May 31, 2022 38.69%
April 30, 2022 38.69%
March 31, 2022 38.69%
February 28, 2022 38.69%
January 31, 2022 38.69%
December 31, 2021 38.69%
November 30, 2021 38.69%
October 31, 2021 38.69%
September 30, 2021 38.69%
August 31, 2021 38.69%
July 31, 2021 38.69%
June 30, 2021 38.69%
May 31, 2021 38.69%
April 30, 2021 38.69%
March 31, 2021 38.69%
February 28, 2021 38.69%
January 31, 2021 38.69%
December 31, 2020 38.69%
November 30, 2020 38.69%
October 31, 2020 38.69%
September 30, 2020 38.69%
August 31, 2020 38.69%
July 31, 2020 38.69%
June 30, 2020 38.69%
Date Value
May 31, 2020 38.69%
April 30, 2020 38.69%
March 31, 2020 38.69%
February 29, 2020 27.86%
January 31, 2020 27.86%
December 31, 2019 27.86%
November 30, 2019 27.86%
October 31, 2019 27.86%
September 30, 2019 27.86%
August 31, 2019 27.86%
July 31, 2019 27.86%
June 30, 2019 27.86%
May 31, 2019 27.86%
April 30, 2019 27.86%
March 31, 2019 27.86%
February 28, 2019 27.86%
January 31, 2019 27.86%
December 31, 2018 27.86%
November 30, 2018 25.73%
October 31, 2018 25.73%
September 30, 2018 25.73%
August 31, 2018 25.73%
July 31, 2018 25.73%
June 30, 2018 25.73%
May 31, 2018 25.73%

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

25.73%
Minimum
Jul 2017
38.69%
Maximum
Mar 2020
32.31%
Average
27.86%
Median
Dec 2018