Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2022 42.68%
March 31, 2022 42.68%
February 28, 2022 42.68%
January 31, 2022 42.68%
December 31, 2021 42.68%
November 30, 2021 42.68%
October 31, 2021 42.68%
September 30, 2021 42.68%
August 31, 2021 42.68%
July 31, 2021 42.68%
June 30, 2021 42.68%
May 31, 2021 42.68%
April 30, 2021 42.68%
March 31, 2021 42.68%
February 28, 2021 42.68%
January 31, 2021 42.68%
December 31, 2020 42.68%
November 30, 2020 42.68%
October 31, 2020 42.68%
September 30, 2020 42.68%
August 31, 2020 42.68%
July 31, 2020 42.68%
June 30, 2020 42.68%
May 31, 2020 42.68%
April 30, 2020 42.68%
Date Value
March 31, 2020 42.68%
February 29, 2020 13.40%
January 31, 2020 13.40%
December 31, 2019 13.40%
November 30, 2019 13.40%
October 31, 2019 13.40%
September 30, 2019 13.40%
August 31, 2019 13.40%
July 31, 2019 13.40%
June 30, 2019 13.40%
May 31, 2019 13.40%
April 30, 2019 13.40%
March 31, 2019 13.40%
February 28, 2019 13.40%
January 31, 2019 13.40%
December 31, 2018 13.40%
November 30, 2018 13.40%
October 31, 2018 13.40%
September 30, 2018 14.82%
August 31, 2018 14.82%
July 31, 2018 14.82%
June 30, 2018 16.78%
May 31, 2018 17.09%
April 30, 2018 17.09%
March 31, 2018 17.09%

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

13.40%
Minimum
Oct 2018
42.68%
Maximum
Mar 2020
27.01%
Average
17.09%
Median
May 2017