Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2022 29.23%
March 31, 2022 29.23%
February 28, 2022 29.23%
January 31, 2022 29.23%
December 31, 2021 29.23%
November 30, 2021 29.23%
October 31, 2021 29.23%
September 30, 2021 29.23%
August 31, 2021 29.23%
July 31, 2021 29.23%
June 30, 2021 29.23%
May 31, 2021 29.23%
April 30, 2021 29.23%
March 31, 2021 29.23%
February 28, 2021 29.23%
January 31, 2021 29.23%
December 31, 2020 29.23%
November 30, 2020 29.23%
October 31, 2020 29.23%
September 30, 2020 29.23%
August 31, 2020 29.23%
July 31, 2020 29.23%
June 30, 2020 29.23%
May 31, 2020 29.23%
April 30, 2020 29.23%
Date Value
March 31, 2020 29.23%
February 29, 2020 20.87%
January 31, 2020 20.87%
December 31, 2019 20.87%
November 30, 2019 20.87%
October 31, 2019 20.87%
September 30, 2019 20.87%
August 31, 2019 20.87%
July 31, 2019 20.87%
June 30, 2019 20.87%
May 31, 2019 20.87%
April 30, 2019 20.87%
March 31, 2019 20.87%
February 28, 2019 20.87%
January 31, 2019 20.87%
December 31, 2018 20.87%
November 30, 2018 17.16%
October 31, 2018 17.16%
September 30, 2018 17.16%
August 31, 2018 17.16%
July 31, 2018 17.16%
June 30, 2018 17.16%
May 31, 2018 17.16%
April 30, 2018 17.16%
March 31, 2018 17.16%

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

17.16%
Minimum
May 2017
29.23%
Maximum
Mar 2020
23.32%
Average
20.87%
Median
Dec 2018