Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2022 14.59%
March 31, 2022 12.59%
February 28, 2022 9.55%
January 31, 2022 7.99%
December 31, 2021 7.61%
November 30, 2021 7.61%
October 31, 2021 7.53%
September 30, 2021 7.53%
August 31, 2021 7.53%
July 31, 2021 7.53%
June 30, 2021 7.53%
May 31, 2021 7.53%
April 30, 2021 7.53%
March 31, 2021 7.53%
February 28, 2021 6.66%
January 31, 2021 6.66%
December 31, 2020 6.66%
November 30, 2020 6.66%
October 31, 2020 6.66%
September 30, 2020 6.66%
August 31, 2020 6.66%
July 31, 2020 6.66%
June 30, 2020 6.66%
May 31, 2020 6.66%
April 30, 2020 6.66%
Date Value
March 31, 2020 6.66%
February 29, 2020 5.28%
January 31, 2020 5.28%
December 31, 2019 5.28%
November 30, 2019 5.28%
October 31, 2019 5.28%
September 30, 2019 5.28%
August 31, 2019 5.28%
July 31, 2019 5.28%
June 30, 2019 5.28%
May 31, 2019 5.28%
April 30, 2019 5.28%
March 31, 2019 5.28%
February 28, 2019 5.28%
January 31, 2019 5.28%
December 31, 2018 5.28%
November 30, 2018 5.28%
October 31, 2018 5.28%
September 30, 2018 5.28%
August 31, 2018 5.28%
July 31, 2018 5.28%
June 30, 2018 5.87%
May 31, 2018 5.87%
April 30, 2018 5.87%
March 31, 2018 5.87%

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

5.28%
Minimum
Jul 2018
14.59%
Maximum
Apr 2022
6.47%
Average
5.87%
Median
May 2017