Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2022 100.00%
March 31, 2022 100.00%
February 28, 2022 100.00%
January 31, 2022 100.00%
December 31, 2021 100.00%
November 30, 2021 100.00%
October 31, 2021 100.00%
September 30, 2021 100.00%
August 31, 2021 100.00%
July 31, 2021 100.00%
June 30, 2021 100.00%
May 31, 2021 100.00%
April 30, 2021 100.00%
March 31, 2021 100.00%
February 28, 2021 100.00%
January 31, 2021 50.95%
December 31, 2020 50.95%
November 30, 2020 50.95%
October 31, 2020 50.95%
September 30, 2020 42.67%
August 31, 2020 39.03%
July 31, 2020 39.03%
June 30, 2020 39.03%
May 31, 2020 39.03%
April 30, 2020 25.45%
Date Value
March 31, 2020 25.45%
February 29, 2020 25.45%
January 31, 2020 25.45%
December 31, 2019 32.73%
November 30, 2019 32.73%
October 31, 2019 32.73%
September 30, 2019 32.73%
August 31, 2019 32.73%
July 31, 2019 32.73%
June 30, 2019 32.73%
May 31, 2019 32.73%
April 30, 2019 32.73%
March 31, 2019 32.73%
February 28, 2019 32.73%
January 31, 2019 32.73%
December 31, 2018 32.73%
November 30, 2018 32.73%
October 31, 2018 32.73%
September 30, 2018 32.73%
August 31, 2018 32.73%
July 31, 2018 32.73%
June 30, 2018 32.73%
May 31, 2018 32.73%
April 30, 2018 32.73%
March 31, 2018 32.73%

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).

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Max Drawdown (5Y) Range, Past 5 Years

25.45%
Minimum
Jan 2020
100.00%
Maximum
Feb 2021
50.86%
Average
32.73%
Median
May 2017

Max Drawdown (5Y) Benchmarks