Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2022 28.15%
March 31, 2022 28.15%
February 28, 2022 28.15%
January 31, 2022 28.15%
December 31, 2021 28.15%
November 30, 2021 28.15%
October 31, 2021 28.15%
September 30, 2021 28.15%
August 31, 2021 28.15%
July 31, 2021 28.15%
June 30, 2021 28.15%
May 31, 2021 28.15%
April 30, 2021 28.15%
March 31, 2021 28.15%
February 28, 2021 28.15%
January 31, 2021 28.15%
December 31, 2020 28.15%
November 30, 2020 28.15%
October 31, 2020 28.15%
September 30, 2020 28.15%
August 31, 2020 28.15%
July 31, 2020 28.15%
June 30, 2020 28.15%
May 31, 2020 28.15%
April 30, 2020 28.15%
Date Value
March 31, 2020 28.15%
February 29, 2020 15.44%
January 31, 2020 15.44%
December 31, 2019 15.44%
November 30, 2019 15.44%
October 31, 2019 15.44%
September 30, 2019 15.44%
August 31, 2019 15.44%
July 31, 2019 15.44%
June 30, 2019 15.44%
May 31, 2019 15.44%
April 30, 2019 15.44%
March 31, 2019 15.44%
February 28, 2019 15.44%
January 31, 2019 15.44%
December 31, 2018 15.44%
November 30, 2018 12.87%
October 31, 2018 12.87%
September 30, 2018 12.87%
August 31, 2018 12.87%
July 31, 2018 12.87%
June 30, 2018 12.87%
May 31, 2018 12.87%
April 30, 2018 12.87%
March 31, 2018 12.87%

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

12.87%
Minimum
May 2017
28.15%
Maximum
Mar 2020
20.13%
Average
15.44%
Median
Dec 2018