Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2022 43.54%
March 31, 2022 43.54%
February 28, 2022 43.54%
January 31, 2022 43.54%
December 31, 2021 43.54%
November 30, 2021 43.54%
October 31, 2021 43.54%
September 30, 2021 43.54%
August 31, 2021 43.54%
July 31, 2021 43.54%
June 30, 2021 43.54%
May 31, 2021 43.54%
April 30, 2021 43.54%
March 31, 2021 43.54%
February 28, 2021 43.54%
January 31, 2021 43.54%
December 31, 2020 43.54%
November 30, 2020 43.54%
October 31, 2020 43.54%
September 30, 2020 43.54%
August 31, 2020 43.54%
July 31, 2020 43.54%
June 30, 2020 43.54%
May 31, 2020 43.54%
April 30, 2020 43.54%
Date Value
March 31, 2020 43.54%
February 29, 2020 27.16%
January 31, 2020 27.16%
December 31, 2019 27.16%
November 30, 2019 27.16%
October 31, 2019 27.16%
September 30, 2019 27.16%
August 31, 2019 27.16%
July 31, 2019 27.16%
June 30, 2019 27.16%
May 31, 2019 27.16%
April 30, 2019 27.16%
March 31, 2019 27.16%
February 28, 2019 27.16%
January 31, 2019 27.16%
December 31, 2018 27.16%
November 30, 2018 23.49%
October 31, 2018 23.49%
September 30, 2018 23.49%
August 31, 2018 23.49%
July 31, 2018 23.49%
June 30, 2018 23.49%
May 31, 2018 23.49%
April 30, 2018 23.49%
March 31, 2018 23.49%

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

23.49%
Minimum
May 2017
43.54%
Maximum
Mar 2020
33.10%
Average
27.16%
Median
Dec 2018