Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2022 27.58%
March 31, 2022 27.58%
February 28, 2022 27.58%
January 31, 2022 27.58%
December 31, 2021 27.58%
November 30, 2021 27.58%
October 31, 2021 27.58%
September 30, 2021 27.58%
August 31, 2021 27.58%
July 31, 2021 27.58%
June 30, 2021 27.58%
May 31, 2021 27.58%
April 30, 2021 27.58%
March 31, 2021 27.58%
February 28, 2021 27.58%
January 31, 2021 27.58%
December 31, 2020 27.58%
November 30, 2020 27.58%
October 31, 2020 27.58%
September 30, 2020 27.58%
August 31, 2020 27.58%
July 31, 2020 27.58%
June 30, 2020 27.58%
May 31, 2020 27.58%
April 30, 2020 27.58%
Date Value
March 31, 2020 27.58%
February 29, 2020 17.39%
January 31, 2020 17.39%
December 31, 2019 17.39%
November 30, 2019 17.39%
October 31, 2019 17.39%
September 30, 2019 17.39%
August 31, 2019 17.39%
July 31, 2019 17.39%
June 30, 2019 17.39%
May 31, 2019 17.39%
April 30, 2019 17.39%
March 31, 2019 17.39%
February 28, 2019 17.39%
January 31, 2019 17.39%
December 31, 2018 17.39%
November 30, 2018 14.77%
October 31, 2018 14.77%
September 30, 2018 14.77%
August 31, 2018 14.77%
July 31, 2018 14.77%
June 30, 2018 14.77%
May 31, 2018 14.77%
April 30, 2018 14.77%
March 31, 2018 14.77%

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

14.77%
Minimum
May 2017
27.58%
Maximum
Mar 2020
20.98%
Average
17.39%
Median
Dec 2018