Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2022 31.65%
March 31, 2022 31.65%
February 28, 2022 31.65%
January 31, 2022 31.65%
December 31, 2021 31.65%
November 30, 2021 31.65%
October 31, 2021 31.65%
September 30, 2021 31.65%
August 31, 2021 31.65%
July 31, 2021 31.65%
June 30, 2021 31.65%
May 31, 2021 31.65%
April 30, 2021 31.65%
March 31, 2021 31.65%
February 28, 2021 31.65%
January 31, 2021 31.65%
December 31, 2020 31.65%
November 30, 2020 31.65%
October 31, 2020 31.65%
September 30, 2020 31.65%
August 31, 2020 31.65%
July 31, 2020 31.65%
June 30, 2020 31.65%
May 31, 2020 31.65%
April 30, 2020 31.65%
Date Value
March 31, 2020 31.65%
February 29, 2020 25.91%
January 31, 2020 25.91%
December 31, 2019 25.91%
November 30, 2019 25.91%
October 31, 2019 25.91%
September 30, 2019 25.91%
August 31, 2019 25.91%
July 31, 2019 25.91%
June 30, 2019 25.91%
May 31, 2019 25.91%
April 30, 2019 25.91%
March 31, 2019 25.91%
February 28, 2019 25.91%
January 31, 2019 25.91%
December 31, 2018 25.91%
November 30, 2018 22.79%
October 31, 2018 22.79%
September 30, 2018 22.79%
August 31, 2018 22.79%
July 31, 2018 22.79%
June 30, 2018 22.79%
May 31, 2018 22.79%
April 30, 2018 24.31%
March 31, 2018 26.41%

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).

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Max Drawdown (5Y) Range, Past 5 Years

22.79%
Minimum
May 2018
31.65%
Maximum
Mar 2020
28.26%
Average
27.07%
Median