Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2022 9.05%
March 31, 2022 6.26%
February 28, 2022 5.33%
January 31, 2022 5.33%
December 31, 2021 5.33%
November 30, 2021 5.33%
October 31, 2021 5.33%
September 30, 2021 5.33%
August 31, 2021 5.33%
July 31, 2021 5.33%
June 30, 2021 5.33%
May 31, 2021 5.33%
April 30, 2021 5.33%
March 31, 2021 5.33%
February 28, 2021 5.33%
January 31, 2021 5.33%
December 31, 2020 5.33%
November 30, 2020 5.33%
October 31, 2020 5.33%
September 30, 2020 5.33%
August 31, 2020 5.33%
July 31, 2020 5.33%
June 30, 2020 5.33%
May 31, 2020 5.33%
April 30, 2020 5.33%
Date Value
March 31, 2020 5.33%
February 29, 2020 3.96%
January 31, 2020 3.96%
December 31, 2019 3.96%
November 30, 2019 3.96%
October 31, 2019 3.96%
September 30, 2019 3.96%
August 31, 2019 3.96%
July 31, 2019 3.96%
June 30, 2019 3.96%
May 31, 2019 3.96%
April 30, 2019 3.96%
March 31, 2019 3.96%
February 28, 2019 3.96%
January 31, 2019 3.96%
December 31, 2018 3.96%
November 30, 2018 3.96%
October 31, 2018 3.96%
September 30, 2018 3.96%
August 31, 2018 3.96%
July 31, 2018 3.96%
June 30, 2018 3.96%
May 31, 2018 3.96%
April 30, 2018 3.76%
March 31, 2018 3.76%

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

3.76%
Minimum
May 2017
9.05%
Maximum
Apr 2022
4.59%
Average
3.96%
Median
May 2018