Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2022 11.78%
March 31, 2022 9.23%
February 28, 2022 6.57%
January 31, 2022 6.41%
December 31, 2021 6.41%
November 30, 2021 6.41%
October 31, 2021 6.41%
September 30, 2021 6.41%
August 31, 2021 6.41%
July 31, 2021 6.41%
June 30, 2021 6.41%
May 31, 2021 6.41%
April 30, 2021 6.41%
March 31, 2021 6.41%
February 28, 2021 6.41%
January 31, 2021 6.41%
December 31, 2020 6.41%
November 30, 2020 6.41%
October 31, 2020 6.41%
September 30, 2020 6.41%
August 31, 2020 6.41%
July 31, 2020 6.41%
June 30, 2020 6.41%
May 31, 2020 6.41%
April 30, 2020 6.41%
Date Value
March 31, 2020 6.41%
February 29, 2020 4.51%
January 31, 2020 4.51%
December 31, 2019 4.51%
November 30, 2019 4.51%
October 31, 2019 4.51%
September 30, 2019 4.51%
August 31, 2019 4.51%
July 31, 2019 4.51%
June 30, 2019 4.51%
May 31, 2019 4.51%
April 30, 2019 4.51%
March 31, 2019 4.51%
February 28, 2019 4.51%
January 31, 2019 4.51%
December 31, 2018 4.51%
November 30, 2018 4.51%
October 31, 2018 4.51%
September 30, 2018 4.51%
August 31, 2018 4.51%
July 31, 2018 4.51%
June 30, 2018 5.05%
May 31, 2018 5.05%
April 30, 2018 5.05%
March 31, 2018 5.05%

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

4.51%
Minimum
Jul 2018
11.78%
Maximum
Apr 2022
5.60%
Average
5.05%
Median
May 2017