Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2022 33.40%
March 31, 2022 33.40%
February 28, 2022 33.40%
January 31, 2022 33.40%
December 31, 2021 33.40%
November 30, 2021 33.40%
October 31, 2021 33.40%
September 30, 2021 33.40%
August 31, 2021 33.40%
July 31, 2021 33.40%
June 30, 2021 33.40%
May 31, 2021 33.40%
April 30, 2021 33.40%
March 31, 2021 33.40%
February 28, 2021 33.40%
January 31, 2021 33.40%
December 31, 2020 33.40%
November 30, 2020 33.40%
October 31, 2020 33.40%
September 30, 2020 33.40%
August 31, 2020 33.40%
July 31, 2020 33.40%
June 30, 2020 33.40%
May 31, 2020 33.40%
April 30, 2020 33.40%
Date Value
March 31, 2020 33.40%
February 29, 2020 24.42%
January 31, 2020 24.42%
December 31, 2019 24.42%
November 30, 2019 24.42%
October 31, 2019 24.42%
September 30, 2019 24.42%
August 31, 2019 24.42%
July 31, 2019 24.42%
June 30, 2019 24.42%
May 31, 2019 24.42%
April 30, 2019 24.42%
March 31, 2019 24.42%
February 28, 2019 24.42%
January 31, 2019 24.42%
December 31, 2018 24.42%
November 30, 2018 20.90%
October 31, 2018 20.90%
September 30, 2018 20.90%
August 31, 2018 20.90%
July 31, 2018 20.90%
June 30, 2018 20.90%
May 31, 2018 20.90%
April 30, 2018 20.90%
March 31, 2018 20.90%

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

20.90%
Minimum
Sep 2017
33.40%
Maximum
Mar 2020
27.44%
Average
24.42%
Median
Dec 2018