Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2022 40.16%
March 31, 2022 40.16%
February 28, 2022 40.16%
January 31, 2022 40.16%
December 31, 2021 40.16%
November 30, 2021 40.16%
October 31, 2021 40.16%
September 30, 2021 40.16%
August 31, 2021 40.16%
July 31, 2021 40.16%
June 30, 2021 40.16%
May 31, 2021 40.16%
April 30, 2021 40.16%
March 31, 2021 40.16%
February 28, 2021 40.16%
January 31, 2021 40.16%
December 31, 2020 40.16%
November 30, 2020 40.16%
October 31, 2020 40.16%
September 30, 2020 40.16%
August 31, 2020 40.16%
July 31, 2020 40.16%
June 30, 2020 40.16%
May 31, 2020 40.16%
April 30, 2020 40.16%
Date Value
March 31, 2020 40.16%
February 29, 2020 34.56%
January 31, 2020 34.56%
December 31, 2019 34.56%
November 30, 2019 34.56%
October 31, 2019 34.56%
September 30, 2019 34.56%
August 31, 2019 34.56%
July 31, 2019 34.56%
June 30, 2019 34.56%
May 31, 2019 34.56%
April 30, 2019 34.56%
March 31, 2019 34.56%
February 28, 2019 34.56%
January 31, 2019 34.56%
December 31, 2018 34.56%
November 30, 2018 34.56%
October 31, 2018 34.56%
September 30, 2018 34.56%
August 31, 2018 34.56%
July 31, 2018 34.56%
June 30, 2018 34.56%
May 31, 2018 34.56%
April 30, 2018 34.56%
March 31, 2018 34.56%

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

34.56%
Minimum
May 2017
40.16%
Maximum
Mar 2020
36.98%
Average
34.56%
Median
May 2017