Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2022 38.27%
March 31, 2022 38.27%
February 28, 2022 38.27%
January 31, 2022 38.27%
December 31, 2021 38.27%
November 30, 2021 38.27%
October 31, 2021 38.27%
September 30, 2021 38.27%
August 31, 2021 38.27%
July 31, 2021 38.27%
June 30, 2021 38.27%
May 31, 2021 38.27%
April 30, 2021 38.27%
March 31, 2021 38.27%
February 28, 2021 38.27%
January 31, 2021 38.27%
December 31, 2020 38.27%
November 30, 2020 38.27%
October 31, 2020 38.27%
September 30, 2020 38.27%
August 31, 2020 38.27%
July 31, 2020 38.27%
June 30, 2020 38.27%
May 31, 2020 38.27%
April 30, 2020 38.27%
Date Value
March 31, 2020 38.27%
February 29, 2020 20.19%
January 31, 2020 20.19%
December 31, 2019 20.19%
November 30, 2019 20.19%
October 31, 2019 20.19%
September 30, 2019 20.19%
August 31, 2019 20.19%
July 31, 2019 20.19%
June 30, 2019 20.19%
May 31, 2019 20.19%
April 30, 2019 20.19%
March 31, 2019 20.19%
February 28, 2019 20.19%
January 31, 2019 20.19%
December 31, 2018 20.19%
November 30, 2018 16.68%
October 31, 2018 16.68%
September 30, 2018 16.68%
August 31, 2018 16.68%
July 31, 2018 16.68%
June 30, 2018 16.68%
May 31, 2018 16.68%
April 30, 2018 16.68%
March 31, 2018 16.68%

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

16.68%
Minimum
May 2017
38.27%
Maximum
Mar 2020
26.91%
Average
20.19%
Median
Dec 2018