Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2022 27.03%
March 31, 2022 27.03%
February 28, 2022 27.03%
January 31, 2022 27.03%
December 31, 2021 27.03%
November 30, 2021 27.03%
October 31, 2021 27.03%
September 30, 2021 27.03%
August 31, 2021 27.03%
July 31, 2021 27.03%
June 30, 2021 27.03%
May 31, 2021 27.03%
April 30, 2021 27.03%
March 31, 2021 27.03%
February 28, 2021 27.03%
January 31, 2021 27.03%
December 31, 2020 27.03%
November 30, 2020 27.03%
October 31, 2020 27.03%
September 30, 2020 27.03%
August 31, 2020 27.03%
July 31, 2020 27.03%
June 30, 2020 27.03%
May 31, 2020 27.03%
April 30, 2020 27.03%
Date Value
March 31, 2020 27.03%
February 29, 2020 15.25%
January 31, 2020 15.25%
December 31, 2019 15.25%
November 30, 2019 15.25%
October 31, 2019 15.25%
September 30, 2019 15.25%
August 31, 2019 15.25%
July 31, 2019 15.25%
June 30, 2019 15.25%
May 31, 2019 15.25%
April 30, 2019 15.25%
March 31, 2019 15.25%
February 28, 2019 15.25%
January 31, 2019 15.25%
December 31, 2018 15.25%
November 30, 2018 15.90%
October 31, 2018 21.13%
September 30, 2018 23.64%
August 31, 2018 23.64%
July 31, 2018 23.64%
June 30, 2018 24.61%
May 31, 2018 25.47%
April 30, 2018 25.47%
March 31, 2018 25.47%

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

15.25%
Minimum
Dec 2018
27.03%
Maximum
Mar 2020
23.25%
Average
25.47%
Median
May 2017