Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2022 35.69%
March 31, 2022 35.69%
February 28, 2022 35.69%
January 31, 2022 35.69%
December 31, 2021 35.69%
November 30, 2021 35.69%
October 31, 2021 35.69%
September 30, 2021 35.69%
August 31, 2021 35.69%
July 31, 2021 35.69%
June 30, 2021 35.69%
May 31, 2021 35.69%
April 30, 2021 35.69%
March 31, 2021 35.69%
February 28, 2021 35.69%
January 31, 2021 35.69%
December 31, 2020 35.69%
November 30, 2020 35.69%
October 31, 2020 35.69%
September 30, 2020 35.69%
August 31, 2020 35.69%
July 31, 2020 35.69%
June 30, 2020 35.69%
May 31, 2020 35.69%
April 30, 2020 35.69%
Date Value
March 31, 2020 35.69%
February 29, 2020 23.56%
January 31, 2020 23.56%
December 31, 2019 23.56%
November 30, 2019 23.56%
October 31, 2019 23.56%
September 30, 2019 23.56%
August 31, 2019 23.56%
July 31, 2019 23.56%
June 30, 2019 23.56%
May 31, 2019 23.56%
April 30, 2019 23.56%
March 31, 2019 23.56%
February 28, 2019 23.56%
January 31, 2019 23.56%
December 31, 2018 23.56%
November 30, 2018 21.28%
October 31, 2018 21.28%
September 30, 2018 21.28%
August 31, 2018 21.28%
July 31, 2018 21.28%
June 30, 2018 21.28%
May 31, 2018 21.28%
April 30, 2018 21.28%
March 31, 2018 21.28%

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

21.28%
Minimum
May 2017
35.69%
Maximum
Mar 2020
28.10%
Average
23.56%
Median
Dec 2018