Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2022 39.86%
March 31, 2022 38.70%
February 28, 2022 37.89%
January 31, 2022 37.89%
December 31, 2021 37.89%
November 30, 2021 37.89%
October 31, 2021 37.89%
September 30, 2021 37.89%
August 31, 2021 37.89%
July 31, 2021 37.89%
June 30, 2021 37.89%
May 31, 2021 37.89%
April 30, 2021 37.89%
March 31, 2021 37.89%
February 28, 2021 37.89%
January 31, 2021 37.89%
December 31, 2020 37.89%
November 30, 2020 37.89%
October 31, 2020 37.89%
September 30, 2020 37.89%
August 31, 2020 37.89%
July 31, 2020 37.89%
June 30, 2020 37.89%
May 31, 2020 37.89%
April 30, 2020 37.89%
Date Value
March 31, 2020 37.89%
February 29, 2020 29.87%
January 31, 2020 29.87%
December 31, 2019 29.87%
November 30, 2019 29.87%
October 31, 2019 29.87%
September 30, 2019 29.87%
August 31, 2019 29.87%
July 31, 2019 29.87%
June 30, 2019 29.87%
May 31, 2019 29.87%
April 30, 2019 29.87%
March 31, 2019 29.87%
February 28, 2019 29.87%
January 31, 2019 29.87%
December 31, 2018 29.87%
November 30, 2018 29.87%
October 31, 2018 29.87%
September 30, 2018 29.87%
August 31, 2018 29.87%
July 31, 2018 29.87%
June 30, 2018 29.87%
May 31, 2018 29.87%
April 30, 2018 29.87%
March 31, 2018 29.87%

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

29.87%
Minimum
May 2017
39.86%
Maximum
Apr 2022
33.39%
Average
29.87%
Median
May 2017