Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2022 29.45%
March 31, 2022 29.45%
February 28, 2022 29.45%
January 31, 2022 29.45%
December 31, 2021 29.45%
November 30, 2021 29.45%
October 31, 2021 29.45%
September 30, 2021 29.45%
August 31, 2021 29.45%
July 31, 2021 29.45%
June 30, 2021 29.45%
May 31, 2021 29.45%
April 30, 2021 29.45%
March 31, 2021 29.45%
February 28, 2021 29.45%
January 31, 2021 29.45%
December 31, 2020 29.45%
November 30, 2020 29.45%
October 31, 2020 29.45%
September 30, 2020 29.45%
August 31, 2020 29.45%
July 31, 2020 29.45%
June 30, 2020 29.45%
May 31, 2020 29.45%
April 30, 2020 29.45%
Date Value
March 31, 2020 29.45%
February 29, 2020 21.74%
January 31, 2020 21.74%
December 31, 2019 21.74%
November 30, 2019 21.74%
October 31, 2019 21.74%
September 30, 2019 21.74%
August 31, 2019 21.74%
July 31, 2019 21.74%
June 30, 2019 21.74%
May 31, 2019 21.74%
April 30, 2019 21.74%
March 31, 2019 21.74%
February 28, 2019 21.74%
January 31, 2019 21.74%
December 31, 2018 21.74%
November 30, 2018 13.61%
October 31, 2018 13.61%
September 30, 2018 13.39%
August 31, 2018 13.39%
July 31, 2018 13.39%
June 30, 2018 13.39%
May 31, 2018 13.39%
April 30, 2018 13.39%
March 31, 2018 13.39%

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

13.39%
Minimum
Sep 2017
29.45%
Maximum
Mar 2020
22.61%
Average
21.74%
Median
Dec 2018