Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2022 45.50%
March 31, 2022 44.04%
February 28, 2022 36.13%
January 31, 2022 32.95%
December 31, 2021 28.68%
November 30, 2021 28.68%
October 31, 2021 28.68%
September 30, 2021 28.68%
August 31, 2021 28.68%
July 31, 2021 28.68%
June 30, 2021 28.68%
May 31, 2021 28.68%
April 30, 2021 28.68%
March 31, 2021 28.68%
February 28, 2021 28.68%
January 31, 2021 28.68%
December 31, 2020 28.68%
November 30, 2020 28.68%
October 31, 2020 28.68%
September 30, 2020 28.68%
August 31, 2020 28.68%
July 31, 2020 28.68%
June 30, 2020 28.68%
May 31, 2020 28.68%
April 30, 2020 28.68%
Date Value
March 31, 2020 28.68%
February 29, 2020 25.74%
January 31, 2020 25.74%
December 31, 2019 25.74%
November 30, 2019 25.74%
October 31, 2019 25.74%
September 30, 2019 25.74%
August 31, 2019 25.74%
July 31, 2019 25.74%
June 30, 2019 25.74%
May 31, 2019 25.74%
April 30, 2019 25.74%
March 31, 2019 25.74%
February 28, 2019 25.74%
January 31, 2019 25.74%
December 31, 2018 25.74%
November 30, 2018 24.31%
October 31, 2018 24.31%
September 30, 2018 24.31%
August 31, 2018 24.31%
July 31, 2018 24.31%
June 30, 2018 24.31%
May 31, 2018 24.31%
April 30, 2018 24.31%
March 31, 2018 24.31%

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

24.31%
Minimum
May 2017
45.50%
Maximum
Apr 2022
27.30%
Average
25.74%
Median
Dec 2018