Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2022 51.48%
March 31, 2022 51.24%
February 28, 2022 44.36%
January 31, 2022 43.75%
December 31, 2021 33.74%
November 30, 2021 33.74%
October 31, 2021 33.74%
September 30, 2021 33.74%
August 31, 2021 33.74%
July 31, 2021 33.74%
June 30, 2021 33.74%
May 31, 2021 33.74%
April 30, 2021 33.74%
March 31, 2021 33.74%
February 28, 2021 33.74%
January 31, 2021 33.74%
December 31, 2020 33.74%
November 30, 2020 33.74%
October 31, 2020 33.74%
September 30, 2020 33.74%
August 31, 2020 33.74%
July 31, 2020 33.74%
June 30, 2020 33.74%
May 31, 2020 33.74%
April 30, 2020 33.74%
Date Value
March 31, 2020 33.74%
February 29, 2020 25.80%
January 31, 2020 25.80%
December 31, 2019 25.80%
November 30, 2019 25.80%
October 31, 2019 25.80%
September 30, 2019 25.80%
August 31, 2019 25.80%
July 31, 2019 25.80%
June 30, 2019 25.80%
May 31, 2019 25.80%
April 30, 2019 25.80%
March 31, 2019 25.80%
February 28, 2019 25.80%
January 31, 2019 25.80%
December 31, 2018 25.80%
November 30, 2018 21.23%
October 31, 2018 19.49%
September 30, 2018 12.66%
August 31, 2018 12.66%
July 31, 2018 12.66%
June 30, 2018 12.66%
May 31, 2018 12.66%
April 30, 2018 12.66%
March 31, 2018 12.66%

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

12.66%
Minimum
May 2017
51.48%
Maximum
Apr 2022
26.27%
Average
25.80%
Median
Dec 2018