Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2022 42.79%
March 31, 2022 42.79%
February 28, 2022 42.79%
January 31, 2022 42.79%
December 31, 2021 42.79%
November 30, 2021 42.79%
October 31, 2021 42.79%
September 30, 2021 42.79%
August 31, 2021 42.79%
July 31, 2021 42.79%
June 30, 2021 42.79%
May 31, 2021 42.79%
April 30, 2021 42.79%
March 31, 2021 42.79%
February 28, 2021 42.79%
January 31, 2021 42.79%
December 31, 2020 42.79%
November 30, 2020 42.79%
October 31, 2020 42.79%
September 30, 2020 42.79%
August 31, 2020 42.79%
July 31, 2020 42.79%
June 30, 2020 42.79%
May 31, 2020 42.79%
April 30, 2020 42.79%
Date Value
March 31, 2020 42.79%
February 29, 2020 28.71%
January 31, 2020 28.71%
December 31, 2019 28.71%
November 30, 2019 28.71%
October 31, 2019 28.71%
September 30, 2019 28.71%
August 31, 2019 28.71%
July 31, 2019 28.71%
June 30, 2019 28.71%
May 31, 2019 28.71%
April 30, 2019 28.71%
March 31, 2019 28.71%
February 28, 2019 28.71%
January 31, 2019 28.71%
December 31, 2018 28.71%
November 30, 2018 23.90%
October 31, 2018 23.90%
September 30, 2018 15.76%
August 31, 2018 15.03%
July 31, 2018 15.03%
June 30, 2018 15.03%
May 31, 2018 15.03%
April 30, 2018 15.03%
March 31, 2018 15.03%

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).

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Max Drawdown (5Y) Range, Past 5 Years

15.03%
Minimum
Feb 2018
50.26%
Maximum
May 2017
34.13%
Average
38.80%
Median