Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2022 33.28%
March 31, 2022 33.28%
February 28, 2022 33.28%
January 31, 2022 33.28%
December 31, 2021 33.28%
November 30, 2021 33.28%
October 31, 2021 33.28%
September 30, 2021 33.28%
August 31, 2021 33.28%
July 31, 2021 33.28%
June 30, 2021 33.28%
May 31, 2021 33.28%
April 30, 2021 33.28%
March 31, 2021 33.28%
February 28, 2021 33.28%
January 31, 2021 33.28%
December 31, 2020 33.28%
November 30, 2020 33.28%
October 31, 2020 33.28%
September 30, 2020 33.28%
August 31, 2020 33.28%
July 31, 2020 33.28%
June 30, 2020 33.28%
May 31, 2020 33.28%
April 30, 2020 33.28%
Date Value
March 31, 2020 33.28%
February 29, 2020 22.20%
January 31, 2020 22.20%
December 31, 2019 22.20%
November 30, 2019 22.20%
October 31, 2019 22.20%
September 30, 2019 22.20%
August 31, 2019 22.20%
July 31, 2019 22.20%
June 30, 2019 22.20%
May 31, 2019 22.20%
April 30, 2019 22.20%
March 31, 2019 22.20%
February 28, 2019 22.20%
January 31, 2019 22.20%
December 31, 2018 22.20%
November 30, 2018 15.57%
October 31, 2018 15.57%
September 30, 2018 15.57%
August 31, 2018 15.57%
July 31, 2018 15.57%
June 30, 2018 15.57%
May 31, 2018 15.57%
April 30, 2018 15.57%
March 31, 2018 15.57%

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

15.57%
Minimum
May 2017
33.28%
Maximum
Mar 2020
24.90%
Average
22.20%
Median
Dec 2018