Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2022 33.43%
March 31, 2022 31.24%
February 28, 2022 30.62%
January 31, 2022 30.62%
December 31, 2021 30.62%
November 30, 2021 30.62%
October 31, 2021 30.62%
September 30, 2021 30.62%
August 31, 2021 30.62%
July 31, 2021 30.62%
June 30, 2021 30.62%
May 31, 2021 30.62%
April 30, 2021 30.62%
March 31, 2021 30.62%
February 28, 2021 30.62%
January 31, 2021 30.62%
December 31, 2020 30.62%
November 30, 2020 30.62%
October 31, 2020 30.62%
September 30, 2020 30.62%
August 31, 2020 30.62%
July 31, 2020 30.62%
June 30, 2020 30.62%
May 31, 2020 30.62%
April 30, 2020 30.62%
Date Value
March 31, 2020 30.62%
February 29, 2020 24.22%
January 31, 2020 24.22%
December 31, 2019 24.22%
November 30, 2019 24.22%
October 31, 2019 24.22%
September 30, 2019 24.22%
August 31, 2019 24.22%
July 31, 2019 24.22%
June 30, 2019 24.22%
May 31, 2019 24.22%
April 30, 2019 24.22%
March 31, 2019 24.22%
February 28, 2019 24.22%
January 31, 2019 24.22%
December 31, 2018 24.22%
November 30, 2018 24.19%
October 31, 2018 24.19%
September 30, 2018 24.19%
August 31, 2018 24.19%
July 31, 2018 24.19%
June 30, 2018 24.19%
May 31, 2018 24.19%
April 30, 2018 24.19%
March 31, 2018 24.19%

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

24.19%
Minimum
May 2017
33.43%
Maximum
Apr 2022
27.04%
Average
24.22%
Median
Dec 2018