Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2022 23.86%
March 31, 2022 20.87%
February 28, 2022 19.66%
January 31, 2022 16.26%
December 31, 2021 11.27%
November 30, 2021 10.71%
October 31, 2021 10.45%
September 30, 2021 10.45%
August 31, 2021 10.45%
July 31, 2021 10.45%
June 30, 2021 10.45%
May 31, 2021 10.45%
April 30, 2021 10.45%
March 31, 2021 10.45%
February 28, 2021 10.45%
January 31, 2021 10.45%
December 31, 2020 10.45%
November 30, 2020 10.45%
October 31, 2020 10.45%
September 30, 2020 10.45%
August 31, 2020 10.45%
July 31, 2020 10.45%
June 30, 2020 10.45%
May 31, 2020 10.45%
April 30, 2020 10.45%
Date Value
March 31, 2020 10.45%
February 29, 2020 7.48%
January 31, 2020 7.48%
December 31, 2019 7.48%
November 30, 2019 7.48%
October 31, 2019 7.48%
September 30, 2019 7.48%
August 31, 2019 7.48%
July 31, 2019 7.48%
June 30, 2019 7.48%
May 31, 2019 7.48%
April 30, 2019 7.48%
March 31, 2019 7.48%
February 28, 2019 7.48%
January 31, 2019 7.48%
December 31, 2018 7.62%
November 30, 2018 8.40%
October 31, 2018 8.77%
September 30, 2018 11.34%
August 31, 2018 11.34%
July 31, 2018 11.34%
June 30, 2018 13.16%
May 31, 2018 13.39%
April 30, 2018 13.39%
March 31, 2018 13.39%

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

7.48%
Minimum
Jan 2019
23.86%
Maximum
Apr 2022
11.04%
Average
10.45%
Median
Mar 2020