Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2022 33.53%
March 31, 2022 33.53%
February 28, 2022 33.53%
January 31, 2022 33.53%
December 31, 2021 33.53%
November 30, 2021 33.53%
October 31, 2021 33.53%
September 30, 2021 33.53%
August 31, 2021 33.53%
July 31, 2021 33.53%
June 30, 2021 33.53%
May 31, 2021 33.53%
April 30, 2021 33.53%
March 31, 2021 33.53%
February 28, 2021 33.53%
January 31, 2021 33.53%
December 31, 2020 33.53%
November 30, 2020 33.53%
October 31, 2020 33.53%
September 30, 2020 33.53%
August 31, 2020 33.53%
July 31, 2020 33.53%
June 30, 2020 33.53%
May 31, 2020 33.53%
April 30, 2020 33.53%
Date Value
March 31, 2020 33.53%
February 29, 2020 24.75%
January 31, 2020 24.75%
December 31, 2019 24.75%
November 30, 2019 24.75%
October 31, 2019 24.75%
September 30, 2019 24.75%
August 31, 2019 24.75%
July 31, 2019 24.75%
June 30, 2019 24.75%
May 31, 2019 24.75%
April 30, 2019 24.75%
March 31, 2019 24.75%
February 28, 2019 24.75%
January 31, 2019 24.75%
December 31, 2018 24.75%
November 30, 2018 21.29%
October 31, 2018 21.29%
September 30, 2018 21.29%
August 31, 2018 21.29%
July 31, 2018 21.29%
June 30, 2018 21.29%
May 31, 2018 21.29%
April 30, 2018 21.29%
March 31, 2018 21.29%

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

21.29%
Minimum
Sep 2017
33.53%
Maximum
Mar 2020
27.79%
Average
24.75%
Median
Dec 2018