Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2022 27.71%
March 31, 2022 27.71%
February 28, 2022 27.71%
January 31, 2022 27.71%
December 31, 2021 27.71%
November 30, 2021 27.71%
October 31, 2021 27.71%
September 30, 2021 27.71%
August 31, 2021 27.71%
July 31, 2021 27.71%
June 30, 2021 27.71%
May 31, 2021 27.71%
April 30, 2021 27.71%
March 31, 2021 27.71%
February 28, 2021 27.71%
January 31, 2021 27.71%
December 31, 2020 27.71%
November 30, 2020 27.71%
October 31, 2020 27.71%
September 30, 2020 27.71%
August 31, 2020 27.71%
July 31, 2020 27.71%
June 30, 2020 27.71%
May 31, 2020 27.71%
April 30, 2020 27.71%
Date Value
March 31, 2020 27.71%
February 29, 2020 17.03%
January 31, 2020 17.03%
December 31, 2019 17.03%
November 30, 2019 17.03%
October 31, 2019 17.03%
September 30, 2019 17.03%
August 31, 2019 17.03%
July 31, 2019 17.03%
June 30, 2019 17.03%
May 31, 2019 17.03%
April 30, 2019 17.03%
March 31, 2019 17.03%
February 28, 2019 17.03%
January 31, 2019 17.03%
December 31, 2018 17.03%
November 30, 2018 17.03%
October 31, 2018 17.85%
September 30, 2018 23.13%
August 31, 2018 23.13%
July 31, 2018 23.13%
June 30, 2018 24.49%
May 31, 2018 25.46%
April 30, 2018 25.46%
March 31, 2018 25.46%

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

17.03%
Minimum
Nov 2018
27.71%
Maximum
Mar 2020
23.92%
Average
25.46%
Median
May 2017