Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2022 34.60%
March 31, 2022 34.60%
February 28, 2022 34.60%
January 31, 2022 34.60%
December 31, 2021 34.60%
November 30, 2021 34.60%
October 31, 2021 34.60%
September 30, 2021 34.60%
August 31, 2021 34.60%
July 31, 2021 34.60%
June 30, 2021 34.60%
May 31, 2021 34.60%
April 30, 2021 34.60%
March 31, 2021 34.60%
February 28, 2021 34.60%
January 31, 2021 34.60%
December 31, 2020 34.60%
November 30, 2020 34.60%
October 31, 2020 34.60%
September 30, 2020 34.60%
August 31, 2020 34.60%
July 31, 2020 34.60%
June 30, 2020 34.60%
May 31, 2020 34.60%
April 30, 2020 34.60%
Date Value
March 31, 2020 34.60%
February 29, 2020 19.72%
January 31, 2020 19.72%
December 31, 2019 19.72%
November 30, 2019 19.72%
October 31, 2019 19.72%
September 30, 2019 19.72%
August 31, 2019 19.72%
July 31, 2019 19.72%
June 30, 2019 19.72%
May 31, 2019 19.72%
April 30, 2019 19.72%
March 31, 2019 19.72%
February 28, 2019 19.72%
January 31, 2019 19.72%
December 31, 2018 19.72%
November 30, 2018 14.25%
October 31, 2018 14.25%
September 30, 2018 14.25%
August 31, 2018 14.25%
July 31, 2018 14.25%
June 30, 2018 14.25%
May 31, 2018 14.25%
April 30, 2018 14.25%
March 31, 2018 14.25%

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

14.25%
Minimum
May 2017
34.60%
Maximum
Mar 2020
24.44%
Average
19.72%
Median
Dec 2018