Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2022 30.49%
March 31, 2022 30.49%
February 28, 2022 30.49%
January 31, 2022 30.49%
December 31, 2021 30.49%
November 30, 2021 30.49%
October 31, 2021 30.49%
September 30, 2021 30.49%
August 31, 2021 30.49%
July 31, 2021 30.49%
June 30, 2021 30.49%
May 31, 2021 30.49%
April 30, 2021 30.49%
March 31, 2021 30.49%
February 28, 2021 30.49%
January 31, 2021 30.49%
December 31, 2020 30.49%
November 30, 2020 30.49%
October 31, 2020 30.49%
September 30, 2020 30.49%
August 31, 2020 30.49%
July 31, 2020 30.49%
June 30, 2020 30.49%
May 31, 2020 30.49%
April 30, 2020 30.49%
Date Value
March 31, 2020 30.49%
February 29, 2020 23.74%
January 31, 2020 23.74%
December 31, 2019 23.74%
November 30, 2019 23.74%
October 31, 2019 23.74%
September 30, 2019 23.74%
August 31, 2019 23.74%
July 31, 2019 23.74%
June 30, 2019 23.74%
May 31, 2019 23.74%
April 30, 2019 23.74%
March 31, 2019 23.74%
February 28, 2019 23.74%
January 31, 2019 23.74%
December 31, 2018 23.74%
November 30, 2018 18.62%
October 31, 2018 18.62%
September 30, 2018 18.62%
August 31, 2018 18.62%
July 31, 2018 18.62%
June 30, 2018 18.62%
May 31, 2018 18.62%
April 30, 2018 18.62%
March 31, 2018 18.62%

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

18.62%
Minimum
May 2017
30.49%
Maximum
Mar 2020
25.04%
Average
23.74%
Median
Dec 2018