Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2022 39.75%
March 31, 2022 39.75%
February 28, 2022 39.75%
January 31, 2022 39.75%
December 31, 2021 39.75%
November 30, 2021 39.75%
October 31, 2021 39.75%
September 30, 2021 39.75%
August 31, 2021 39.75%
July 31, 2021 39.75%
June 30, 2021 39.75%
May 31, 2021 39.75%
April 30, 2021 39.75%
March 31, 2021 39.75%
February 28, 2021 39.75%
January 31, 2021 39.75%
December 31, 2020 39.75%
November 30, 2020 39.75%
October 31, 2020 39.75%
September 30, 2020 39.75%
August 31, 2020 39.75%
July 31, 2020 39.75%
June 30, 2020 39.75%
May 31, 2020 39.75%
April 30, 2020 39.75%
Date Value
March 31, 2020 39.75%
February 29, 2020 25.77%
January 31, 2020 25.77%
December 31, 2019 25.77%
November 30, 2019 25.77%
October 31, 2019 25.77%
September 30, 2019 25.77%
August 31, 2019 25.77%
July 31, 2019 25.77%
June 30, 2019 25.77%
May 31, 2019 25.77%
April 30, 2019 25.77%
March 31, 2019 25.77%
February 28, 2019 25.77%
January 31, 2019 25.77%
December 31, 2018 25.77%
November 30, 2018 22.25%
October 31, 2018 22.25%
September 30, 2018 22.25%
August 31, 2018 22.25%
July 31, 2018 22.25%
June 30, 2018 22.25%
May 31, 2018 22.25%
April 30, 2018 22.25%
March 31, 2018 22.25%

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

22.25%
Minimum
May 2017
39.75%
Maximum
Mar 2020
30.71%
Average
25.77%
Median
Dec 2018