Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2022 31.73%
March 31, 2022 31.17%
February 28, 2022 31.17%
January 31, 2022 31.17%
December 31, 2021 31.17%
November 30, 2021 31.17%
October 31, 2021 31.17%
September 30, 2021 31.17%
August 31, 2021 31.17%
July 31, 2021 31.17%
June 30, 2021 31.17%
May 31, 2021 31.17%
April 30, 2021 31.17%
March 31, 2021 31.17%
February 28, 2021 31.17%
January 31, 2021 31.17%
December 31, 2020 31.17%
November 30, 2020 31.17%
October 31, 2020 31.17%
September 30, 2020 31.17%
August 31, 2020 31.17%
July 31, 2020 31.17%
June 30, 2020 31.17%
May 31, 2020 31.17%
April 30, 2020 31.17%
Date Value
March 31, 2020 31.17%
February 29, 2020 28.95%
January 31, 2020 28.95%
December 31, 2019 28.95%
November 30, 2019 28.95%
October 31, 2019 28.95%
September 30, 2019 28.95%
August 31, 2019 28.95%
July 31, 2019 28.95%
June 30, 2019 28.95%
May 31, 2019 28.95%
April 30, 2019 28.95%
March 31, 2019 28.95%
February 28, 2019 28.95%
January 31, 2019 28.95%
December 31, 2018 28.95%
November 30, 2018 21.62%
October 31, 2018 20.72%
September 30, 2018 17.55%
August 31, 2018 17.55%
July 31, 2018 17.55%
June 30, 2018 17.55%
May 31, 2018 17.55%
April 30, 2018 17.55%
March 31, 2018 17.37%

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

13.26%
Minimum
May 2017
31.73%
Maximum
Apr 2022
25.99%
Average
28.95%
Median
Dec 2018