Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2022 43.27%
March 31, 2022 42.56%
February 28, 2022 41.79%
January 31, 2022 41.79%
December 31, 2021 30.69%
November 30, 2021 30.69%
October 31, 2021 30.69%
September 30, 2021 30.69%
August 31, 2021 30.69%
July 31, 2021 30.69%
June 30, 2021 30.69%
May 31, 2021 30.69%
April 30, 2021 30.69%
March 31, 2021 30.69%
February 28, 2021 30.69%
January 31, 2021 30.69%
December 31, 2020 30.69%
November 30, 2020 30.69%
October 31, 2020 30.69%
September 30, 2020 30.69%
August 31, 2020 30.69%
July 31, 2020 30.69%
June 30, 2020 30.69%
May 31, 2020 30.69%
April 30, 2020 30.69%
Date Value
March 31, 2020 30.69%
February 29, 2020 23.00%
January 31, 2020 23.00%
December 31, 2019 23.00%
November 30, 2019 23.00%
October 31, 2019 23.00%
September 30, 2019 23.00%
August 31, 2019 23.00%
July 31, 2019 23.00%
June 30, 2019 23.00%
May 31, 2019 23.00%
April 30, 2019 23.00%
March 31, 2019 23.00%
February 28, 2019 23.00%
January 31, 2019 23.00%
December 31, 2018 23.00%
November 30, 2018 21.18%
October 31, 2018 21.18%
September 30, 2018 21.18%
August 31, 2018 21.18%
July 31, 2018 21.18%
June 30, 2018 21.18%
May 31, 2018 21.18%
April 30, 2018 21.18%
March 31, 2018 21.18%

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

21.18%
Minimum
May 2017
43.27%
Maximum
Apr 2022
26.53%
Average
23.00%
Median
Dec 2018