Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2022 42.04%
March 31, 2022 42.04%
February 28, 2022 42.04%
January 31, 2022 42.04%
December 31, 2021 42.04%
November 30, 2021 42.04%
October 31, 2021 42.04%
September 30, 2021 42.04%
August 31, 2021 42.04%
July 31, 2021 42.04%
June 30, 2021 42.04%
May 31, 2021 42.04%
April 30, 2021 42.04%
March 31, 2021 42.04%
February 28, 2021 42.04%
January 31, 2021 42.04%
December 31, 2020 42.04%
November 30, 2020 42.04%
October 31, 2020 42.04%
September 30, 2020 42.04%
August 31, 2020 42.04%
July 31, 2020 42.04%
June 30, 2020 42.04%
May 31, 2020 42.04%
April 30, 2020 42.04%
Date Value
March 31, 2020 42.04%
February 29, 2020 30.19%
January 31, 2020 30.19%
December 31, 2019 30.19%
November 30, 2019 30.19%
October 31, 2019 30.19%
September 30, 2019 30.19%
August 31, 2019 30.19%
July 31, 2019 30.19%
June 30, 2019 30.19%
May 31, 2019 30.19%
April 30, 2019 30.19%
March 31, 2019 30.19%
February 28, 2019 30.19%
January 31, 2019 30.19%
December 31, 2018 30.19%
November 30, 2018 25.32%
October 31, 2018 25.32%
September 30, 2018 25.32%
August 31, 2018 25.32%
July 31, 2018 25.32%
June 30, 2018 25.32%
May 31, 2018 25.32%
April 30, 2018 25.32%
March 31, 2018 25.32%

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

25.32%
Minimum
May 2017
42.04%
Maximum
Mar 2020
33.78%
Average
30.19%
Median
Dec 2018