Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2022 27.51%
March 31, 2022 27.11%
February 28, 2022 27.11%
January 31, 2022 27.11%
December 31, 2021 27.11%
November 30, 2021 27.11%
October 31, 2021 27.11%
September 30, 2021 27.11%
August 31, 2021 27.11%
July 31, 2021 27.11%
June 30, 2021 27.11%
May 31, 2021 27.11%
April 30, 2021 27.11%
March 31, 2021 27.11%
February 28, 2021 27.11%
January 31, 2021 27.11%
December 31, 2020 27.11%
November 30, 2020 27.11%
October 31, 2020 27.11%
September 30, 2020 27.11%
August 31, 2020 27.11%
July 31, 2020 27.11%
June 30, 2020 27.11%
May 31, 2020 27.11%
April 30, 2020 27.11%
Date Value
March 31, 2020 27.11%
February 29, 2020 19.88%
January 31, 2020 19.88%
December 31, 2019 19.88%
November 30, 2019 19.88%
October 31, 2019 19.88%
September 30, 2019 19.88%
August 31, 2019 19.88%
July 31, 2019 19.88%
June 30, 2019 19.88%
May 31, 2019 19.88%
April 30, 2019 19.88%
March 31, 2019 19.88%
February 28, 2019 19.88%
January 31, 2019 19.88%
December 31, 2018 19.88%
November 30, 2018 15.21%
October 31, 2018 14.97%
September 30, 2018 13.99%
August 31, 2018 13.99%
July 31, 2018 13.99%
June 30, 2018 13.99%
May 31, 2018 13.99%
April 30, 2018 13.99%
March 31, 2018 13.99%

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

13.99%
Minimum
May 2017
27.51%
Maximum
Apr 2022
21.19%
Average
19.88%
Median
Dec 2018