Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2022 36.80%
March 31, 2022 36.80%
February 28, 2022 36.80%
January 31, 2022 36.80%
December 31, 2021 36.80%
November 30, 2021 36.80%
October 31, 2021 36.80%
September 30, 2021 36.80%
August 31, 2021 36.80%
July 31, 2021 36.80%
June 30, 2021 36.80%
May 31, 2021 36.80%
April 30, 2021 36.80%
March 31, 2021 36.80%
February 28, 2021 36.80%
January 31, 2021 36.80%
December 31, 2020 36.80%
November 30, 2020 36.80%
October 31, 2020 36.80%
September 30, 2020 36.80%
August 31, 2020 36.80%
July 31, 2020 36.80%
June 30, 2020 36.80%
May 31, 2020 36.80%
April 30, 2020 36.80%
Date Value
March 31, 2020 36.80%
February 29, 2020 23.70%
January 31, 2020 23.70%
December 31, 2019 23.70%
November 30, 2019 23.70%
October 31, 2019 23.70%
September 30, 2019 23.70%
August 31, 2019 23.70%
July 31, 2019 23.70%
June 30, 2019 23.70%
May 31, 2019 23.70%
April 30, 2019 23.70%
March 31, 2019 23.70%
February 28, 2019 23.70%
January 31, 2019 23.70%
December 31, 2018 23.70%
November 30, 2018 23.33%
October 31, 2018 23.33%
September 30, 2018 23.33%
August 31, 2018 23.33%
July 31, 2018 23.33%
June 30, 2018 23.33%
May 31, 2018 23.33%
April 30, 2018 23.33%
March 31, 2018 23.33%

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

23.33%
Minimum
Feb 2018
37.42%
Maximum
May 2017
30.57%
Average
34.12%
Median