Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2022 44.30%
March 31, 2022 44.30%
February 28, 2022 44.30%
January 31, 2022 44.30%
December 31, 2021 44.30%
November 30, 2021 44.30%
October 31, 2021 44.30%
September 30, 2021 44.30%
August 31, 2021 44.30%
July 31, 2021 44.30%
June 30, 2021 44.30%
May 31, 2021 44.30%
April 30, 2021 44.30%
March 31, 2021 44.30%
February 28, 2021 44.30%
January 31, 2021 44.30%
December 31, 2020 44.30%
November 30, 2020 44.30%
October 31, 2020 44.30%
September 30, 2020 44.30%
August 31, 2020 44.30%
July 31, 2020 44.30%
June 30, 2020 44.30%
May 31, 2020 44.30%
April 30, 2020 44.30%
Date Value
March 31, 2020 44.30%
February 29, 2020 18.67%
January 31, 2020 18.67%
December 31, 2019 18.67%
November 30, 2019 18.67%
October 31, 2019 18.67%
September 30, 2019 18.67%
August 31, 2019 18.67%
July 31, 2019 18.67%
June 30, 2019 18.67%
May 31, 2019 18.67%
April 30, 2019 18.67%
March 31, 2019 18.67%
February 28, 2019 18.67%
January 31, 2019 18.67%
December 31, 2018 18.67%
November 30, 2018 11.63%
October 31, 2018 11.63%
September 30, 2018 11.04%
August 31, 2018 11.04%
July 31, 2018 11.04%
June 30, 2018 11.04%
May 31, 2018 11.04%
April 30, 2018 11.04%
March 31, 2018 11.04%

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

11.04%
Minimum
May 2017
44.30%
Maximum
Mar 2020
27.38%
Average
18.67%
Median
Dec 2018