Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2022 32.36%
March 31, 2022 32.36%
February 28, 2022 32.36%
January 31, 2022 32.36%
December 31, 2021 32.36%
November 30, 2021 32.36%
October 31, 2021 32.36%
September 30, 2021 32.36%
August 31, 2021 32.36%
July 31, 2021 32.36%
June 30, 2021 32.36%
May 31, 2021 32.36%
April 30, 2021 32.36%
March 31, 2021 32.36%
February 28, 2021 32.36%
January 31, 2021 32.36%
December 31, 2020 34.15%
November 30, 2020 40.98%
October 31, 2020 41.40%
September 30, 2020 41.40%
August 31, 2020 41.40%
July 31, 2020 41.40%
June 30, 2020 41.40%
May 31, 2020 41.40%
April 30, 2020 41.40%
Date Value
March 31, 2020 41.40%
February 29, 2020 41.40%
January 31, 2020 41.40%
December 31, 2019 41.40%
November 30, 2019 41.40%
October 31, 2019 41.40%
September 30, 2019 41.40%
August 31, 2019 41.40%
July 31, 2019 41.40%
June 30, 2019 41.40%
May 31, 2019 41.40%
April 30, 2019 41.40%
March 31, 2019 41.40%
February 28, 2019 41.40%
January 31, 2019 41.40%
December 31, 2018 41.40%
November 30, 2018 41.40%
October 31, 2018 41.40%
September 30, 2018 41.40%
August 31, 2018 41.40%
July 31, 2018 41.40%
June 30, 2018 41.40%
May 31, 2018 41.40%
April 30, 2018 41.40%
March 31, 2018 41.40%

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

32.36%
Minimum
Jan 2021
41.40%
Maximum
May 2017
38.86%
Average
41.40%
Median
May 2017