Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2022 42.97%
March 31, 2022 41.46%
February 28, 2022 38.66%
January 31, 2022 38.66%
December 31, 2021 37.24%
November 30, 2021 37.24%
October 31, 2021 37.24%
September 30, 2021 37.24%
August 31, 2021 37.24%
July 31, 2021 37.24%
June 30, 2021 37.24%
May 31, 2021 37.24%
April 30, 2021 37.24%
March 31, 2021 37.24%
February 28, 2021 37.24%
January 31, 2021 37.24%
December 31, 2020 37.24%
November 30, 2020 38.12%
October 31, 2020 38.12%
September 30, 2020 38.12%
August 31, 2020 38.12%
July 31, 2020 38.12%
June 30, 2020 38.12%
May 31, 2020 38.12%
April 30, 2020 38.12%
Date Value
March 31, 2020 38.12%
February 29, 2020 38.12%
January 31, 2020 38.12%
December 31, 2019 38.12%
November 30, 2019 38.12%
October 31, 2019 38.12%
September 30, 2019 38.12%
August 31, 2019 38.12%
July 31, 2019 38.12%
June 30, 2019 38.12%
May 31, 2019 38.12%
April 30, 2019 38.12%
March 31, 2019 38.12%
February 28, 2019 38.12%
January 31, 2019 38.12%
December 31, 2018 38.12%
November 30, 2018 38.12%
October 31, 2018 38.12%
September 30, 2018 38.12%
August 31, 2018 38.12%
July 31, 2018 38.12%
June 30, 2018 38.12%
May 31, 2018 38.12%
April 30, 2018 38.12%
March 31, 2018 38.12%

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

37.24%
Minimum
Dec 2020
42.97%
Maximum
Apr 2022
38.08%
Average
38.12%
Median
May 2017