Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2022 48.97%
March 31, 2022 46.23%
February 28, 2022 43.07%
January 31, 2022 42.96%
December 31, 2021 32.14%
November 30, 2021 32.14%
October 31, 2021 32.14%
September 30, 2021 32.14%
August 31, 2021 32.14%
July 31, 2021 32.14%
June 30, 2021 32.14%
May 31, 2021 32.14%
April 30, 2021 32.14%
March 31, 2021 32.14%
February 28, 2021 32.14%
January 31, 2021 32.14%
December 31, 2020 32.14%
November 30, 2020 32.14%
October 31, 2020 32.14%
September 30, 2020 32.14%
August 31, 2020 32.14%
July 31, 2020 32.14%
June 30, 2020 32.14%
May 31, 2020 32.14%
April 30, 2020 32.14%
Date Value
March 31, 2020 32.14%
February 29, 2020 29.48%
January 31, 2020 29.48%
December 31, 2019 29.48%
November 30, 2019 29.48%
October 31, 2019 29.48%
September 30, 2019 29.48%
August 31, 2019 29.48%
July 31, 2019 29.48%
June 30, 2019 29.48%
May 31, 2019 29.48%
April 30, 2019 29.48%
March 31, 2019 29.48%
February 28, 2019 29.48%
January 31, 2019 29.48%
December 31, 2018 29.48%
November 30, 2018 28.46%
October 31, 2018 28.46%
September 30, 2018 28.46%
August 31, 2018 28.46%
July 31, 2018 28.46%
June 30, 2018 28.46%
May 31, 2018 28.46%
April 30, 2018 28.46%
March 31, 2018 28.46%

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

28.46%
Minimum
May 2017
48.97%
Maximum
Apr 2022
31.19%
Average
29.48%
Median
Dec 2018