Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2022 53.37%
March 31, 2022 53.37%
February 28, 2022 53.37%
January 31, 2022 53.37%
December 31, 2021 53.37%
November 30, 2021 53.37%
October 31, 2021 53.37%
September 30, 2021 53.37%
August 31, 2021 53.37%
July 31, 2021 53.37%
June 30, 2021 53.37%
May 31, 2021 53.37%
April 30, 2021 53.37%
March 31, 2021 53.37%
February 28, 2021 53.37%
January 31, 2021 53.37%
December 31, 2020 53.37%
November 30, 2020 53.37%
October 31, 2020 53.37%
September 30, 2020 53.37%
August 31, 2020 53.37%
July 31, 2020 53.37%
June 30, 2020 53.37%
May 31, 2020 53.37%
April 30, 2020 53.37%
Date Value
March 31, 2020 53.37%
February 29, 2020 24.97%
January 31, 2020 24.97%
December 31, 2019 24.97%
November 30, 2019 24.97%
October 31, 2019 24.97%
September 30, 2019 24.97%
August 31, 2019 24.97%
July 31, 2019 24.97%
June 30, 2019 24.97%
May 31, 2019 24.97%
April 30, 2019 24.97%
March 31, 2019 24.97%
February 28, 2019 24.97%
January 31, 2019 24.97%
December 31, 2018 24.97%
November 30, 2018 16.33%
October 31, 2018 16.33%
September 30, 2018 16.18%
August 31, 2018 16.18%
July 31, 2018 16.18%
June 30, 2018 16.18%
May 31, 2018 16.18%
April 30, 2018 16.18%
March 31, 2018 16.18%

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).

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Max Drawdown (5Y) Range, Past 5 Years

16.18%
Minimum
May 2017
53.37%
Maximum
Mar 2020
34.50%
Average
24.97%
Median
Dec 2018

Max Drawdown (5Y) Related Metrics