Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2022 34.90%
March 31, 2022 34.90%
February 28, 2022 34.90%
January 31, 2022 34.90%
December 31, 2021 34.90%
November 30, 2021 34.90%
October 31, 2021 34.90%
September 30, 2021 34.90%
August 31, 2021 34.90%
July 31, 2021 34.90%
June 30, 2021 34.90%
May 31, 2021 34.90%
April 30, 2021 34.90%
March 31, 2021 34.90%
February 28, 2021 34.90%
January 31, 2021 34.90%
December 31, 2020 34.90%
November 30, 2020 34.90%
October 31, 2020 34.90%
September 30, 2020 34.90%
August 31, 2020 34.90%
July 31, 2020 34.90%
June 30, 2020 34.90%
May 31, 2020 34.90%
April 30, 2020 34.90%
Date Value
March 31, 2020 34.90%
February 29, 2020 19.86%
January 31, 2020 19.86%
December 31, 2019 19.86%
November 30, 2019 19.86%
October 31, 2019 19.86%
September 30, 2019 19.86%
August 31, 2019 19.86%
July 31, 2019 19.86%
June 30, 2019 19.86%
May 31, 2019 19.86%
April 30, 2019 19.86%
March 31, 2019 19.86%
February 28, 2019 19.86%
January 31, 2019 19.86%
December 31, 2018 19.86%
November 30, 2018 14.48%
October 31, 2018 14.48%
September 30, 2018 14.48%
August 31, 2018 14.48%
July 31, 2018 14.48%
June 30, 2018 14.48%
May 31, 2018 14.48%
April 30, 2018 14.48%
March 31, 2018 14.48%

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

14.48%
Minimum
May 2017
34.90%
Maximum
Mar 2020
24.67%
Average
19.86%
Median
Dec 2018