Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2022 40.27%
March 31, 2022 40.27%
February 28, 2022 40.27%
January 31, 2022 40.27%
December 31, 2021 40.27%
November 30, 2021 40.27%
October 31, 2021 40.27%
September 30, 2021 40.27%
August 31, 2021 40.27%
July 31, 2021 40.27%
June 30, 2021 40.27%
May 31, 2021 40.27%
April 30, 2021 40.27%
March 31, 2021 40.27%
February 28, 2021 40.27%
January 31, 2021 40.27%
December 31, 2020 40.27%
November 30, 2020 40.27%
October 31, 2020 40.27%
September 30, 2020 40.27%
August 31, 2020 40.27%
July 31, 2020 40.27%
June 30, 2020 40.27%
May 31, 2020 40.27%
April 30, 2020 40.27%
Date Value
March 31, 2020 40.27%
February 29, 2020 21.11%
January 31, 2020 21.11%
December 31, 2019 21.11%
November 30, 2019 21.11%
October 31, 2019 21.11%
September 30, 2019 21.11%
August 31, 2019 21.11%
July 31, 2019 21.11%
June 30, 2019 21.11%
May 31, 2019 21.11%
April 30, 2019 21.11%
March 31, 2019 21.11%
February 28, 2019 21.11%
January 31, 2019 21.11%
December 31, 2018 21.11%
November 30, 2018 19.16%
October 31, 2018 19.16%
September 30, 2018 19.16%
August 31, 2018 19.16%
July 31, 2018 19.16%
June 30, 2018 19.16%
May 31, 2018 19.16%
April 30, 2018 19.16%
March 31, 2018 19.16%

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

19.16%
Minimum
May 2017
40.27%
Maximum
Mar 2020
28.79%
Average
21.11%
Median
Dec 2018