Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2022 36.88%
March 31, 2022 36.88%
February 28, 2022 36.88%
January 31, 2022 36.88%
December 31, 2021 36.88%
November 30, 2021 36.88%
October 31, 2021 36.88%
September 30, 2021 36.88%
August 31, 2021 36.88%
July 31, 2021 36.88%
June 30, 2021 36.88%
May 31, 2021 36.88%
April 30, 2021 36.88%
March 31, 2021 36.88%
February 28, 2021 36.88%
January 31, 2021 36.88%
December 31, 2020 36.88%
November 30, 2020 36.88%
October 31, 2020 36.88%
September 30, 2020 36.88%
August 31, 2020 36.88%
July 31, 2020 36.88%
June 30, 2020 36.88%
May 31, 2020 36.88%
April 30, 2020 36.88%
Date Value
March 31, 2020 36.88%
February 29, 2020 18.27%
January 31, 2020 18.27%
December 31, 2019 18.27%
November 30, 2019 18.27%
October 31, 2019 18.27%
September 30, 2019 18.27%
August 31, 2019 18.27%
July 31, 2019 18.27%
June 30, 2019 18.27%
May 31, 2019 18.27%
April 30, 2019 18.27%
March 31, 2019 18.27%
February 28, 2019 18.27%
January 31, 2019 18.27%
December 31, 2018 18.27%
November 30, 2018 16.59%
October 31, 2018 16.59%
September 30, 2018 16.59%
August 31, 2018 16.59%
July 31, 2018 16.59%
June 30, 2018 16.59%
May 31, 2018 16.59%
April 30, 2018 16.59%
March 31, 2018 16.59%

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

16.59%
Minimum
May 2017
36.88%
Maximum
Mar 2020
25.80%
Average
18.27%
Median
Dec 2018