Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2022 47.14%
March 31, 2022 47.14%
February 28, 2022 47.14%
January 31, 2022 47.14%
December 31, 2021 47.14%
November 30, 2021 47.14%
October 31, 2021 47.14%
September 30, 2021 47.14%
August 31, 2021 47.14%
July 31, 2021 47.14%
June 30, 2021 47.14%
May 31, 2021 47.14%
April 30, 2021 47.14%
March 31, 2021 47.14%
February 28, 2021 47.14%
January 31, 2021 47.14%
December 31, 2020 47.14%
November 30, 2020 47.14%
October 31, 2020 47.14%
September 30, 2020 47.14%
August 31, 2020 47.14%
July 31, 2020 47.14%
June 30, 2020 47.14%
May 31, 2020 47.14%
April 30, 2020 47.14%
Date Value
March 31, 2020 47.14%
February 29, 2020 24.92%
January 31, 2020 24.92%
December 31, 2019 24.92%
November 30, 2019 24.92%
October 31, 2019 24.92%
September 30, 2019 24.92%
August 31, 2019 24.92%
July 31, 2019 24.92%
June 30, 2019 24.92%
May 31, 2019 24.92%
April 30, 2019 24.92%
March 31, 2019 24.92%
February 28, 2019 24.92%
January 31, 2019 24.92%
December 31, 2018 24.92%
November 30, 2018 20.60%
October 31, 2018 20.60%
September 30, 2018 20.60%
August 31, 2018 20.60%
July 31, 2018 20.60%
June 30, 2018 20.60%
May 31, 2018 20.60%
April 30, 2018 20.60%
March 31, 2018 20.60%

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

20.60%
Minimum
May 2017
47.14%
Maximum
Mar 2020
33.18%
Average
24.92%
Median
Dec 2018