Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2022 41.92%
March 31, 2022 41.92%
February 28, 2022 41.92%
January 31, 2022 41.92%
December 31, 2021 41.92%
November 30, 2021 41.92%
October 31, 2021 41.92%
September 30, 2021 41.92%
August 31, 2021 41.92%
July 31, 2021 41.92%
June 30, 2021 41.92%
May 31, 2021 41.92%
April 30, 2021 41.92%
March 31, 2021 41.92%
February 28, 2021 41.92%
January 31, 2021 41.92%
December 31, 2020 41.92%
November 30, 2020 41.92%
October 31, 2020 41.92%
September 30, 2020 41.92%
August 31, 2020 41.92%
July 31, 2020 41.92%
June 30, 2020 41.92%
May 31, 2020 41.92%
April 30, 2020 41.92%
Date Value
March 31, 2020 41.92%
February 29, 2020 26.95%
January 31, 2020 26.95%
December 31, 2019 26.95%
November 30, 2019 26.95%
October 31, 2019 26.95%
September 30, 2019 26.95%
August 31, 2019 26.95%
July 31, 2019 26.95%
June 30, 2019 26.95%
May 31, 2019 26.95%
April 30, 2019 26.95%
March 31, 2019 26.95%
February 28, 2019 26.95%
January 31, 2019 26.95%
December 31, 2018 26.95%
November 30, 2018 25.74%
October 31, 2018 25.74%
September 30, 2018 25.74%
August 31, 2018 25.74%
July 31, 2018 25.74%
June 30, 2018 25.74%
May 31, 2018 25.74%
April 30, 2018 25.74%
March 31, 2018 25.74%

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

25.74%
Minimum
May 2017
41.92%
Maximum
Mar 2020
33.05%
Average
26.95%
Median
Dec 2018