Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2022 27.40%
March 31, 2022 27.40%
February 28, 2022 27.40%
January 31, 2022 27.40%
December 31, 2021 27.40%
November 30, 2021 27.40%
October 31, 2021 27.40%
September 30, 2021 27.40%
August 31, 2021 27.40%
July 31, 2021 27.40%
June 30, 2021 27.40%
May 31, 2021 27.40%
April 30, 2021 27.40%
March 31, 2021 27.40%
February 28, 2021 27.40%
January 31, 2021 27.40%
December 31, 2020 27.40%
November 30, 2020 27.40%
October 31, 2020 27.40%
September 30, 2020 27.40%
August 31, 2020 27.40%
July 31, 2020 27.40%
June 30, 2020 27.40%
May 31, 2020 27.40%
April 30, 2020 27.40%
Date Value
March 31, 2020 27.40%
February 29, 2020 18.72%
January 31, 2020 18.72%
December 31, 2019 18.72%
November 30, 2019 18.72%
October 31, 2019 18.72%
September 30, 2019 18.72%
August 31, 2019 18.72%
July 31, 2019 18.72%
June 30, 2019 18.72%
May 31, 2019 18.72%
April 30, 2019 18.72%
March 31, 2019 18.72%
February 28, 2019 18.72%
January 31, 2019 18.72%
December 31, 2018 18.72%
November 30, 2018 16.01%
October 31, 2018 16.01%
September 30, 2018 16.01%
August 31, 2018 16.01%
July 31, 2018 16.01%
June 30, 2018 16.01%
May 31, 2018 16.01%
April 30, 2018 16.01%
March 31, 2018 16.01%

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

16.01%
Minimum
May 2017
27.40%
Maximum
Mar 2020
21.63%
Average
18.72%
Median
Dec 2018