Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2022 40.45%
March 31, 2022 40.45%
February 28, 2022 40.45%
January 31, 2022 40.45%
December 31, 2021 40.45%
November 30, 2021 40.45%
October 31, 2021 40.45%
September 30, 2021 40.45%
August 31, 2021 40.45%
July 31, 2021 40.45%
June 30, 2021 40.45%
May 31, 2021 40.45%
April 30, 2021 40.45%
March 31, 2021 40.45%
February 28, 2021 40.45%
January 31, 2021 40.45%
December 31, 2020 40.45%
November 30, 2020 40.45%
October 31, 2020 40.45%
September 30, 2020 40.45%
August 31, 2020 40.45%
July 31, 2020 40.45%
June 30, 2020 40.45%
May 31, 2020 40.45%
April 30, 2020 40.45%
Date Value
March 31, 2020 40.45%
February 29, 2020 19.78%
January 31, 2020 19.78%
December 31, 2019 19.78%
November 30, 2019 19.78%
October 31, 2019 19.78%
September 30, 2019 19.78%
August 31, 2019 19.78%
July 31, 2019 19.78%
June 30, 2019 19.78%
May 31, 2019 19.78%
April 30, 2019 19.78%
March 31, 2019 19.78%
February 28, 2019 19.78%
January 31, 2019 19.78%
December 31, 2018 19.78%
November 30, 2018 10.86%
October 31, 2018 10.86%
September 30, 2018 9.27%
August 31, 2018 9.27%
July 31, 2018 9.27%
June 30, 2018 9.27%
May 31, 2018 9.27%
April 30, 2018 9.27%
March 31, 2018 9.27%

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

8.55%
Minimum
May 2017
40.45%
Maximum
Mar 2020
25.35%
Average
19.78%
Median
Dec 2018