Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2022 39.37%
March 31, 2022 37.81%
February 28, 2022 29.30%
January 31, 2022 27.18%
December 31, 2021 27.18%
November 30, 2021 27.18%
October 31, 2021 27.18%
September 30, 2021 27.18%
August 31, 2021 27.18%
July 31, 2021 27.18%
June 30, 2021 27.18%
May 31, 2021 27.18%
April 30, 2021 27.18%
March 31, 2021 27.18%
February 28, 2021 27.18%
January 31, 2021 27.18%
December 31, 2020 27.18%
November 30, 2020 27.18%
October 31, 2020 27.18%
September 30, 2020 27.18%
August 31, 2020 27.18%
July 31, 2020 27.18%
June 30, 2020 27.18%
May 31, 2020 27.18%
April 30, 2020 27.18%
Date Value
March 31, 2020 27.18%
February 29, 2020 23.77%
January 31, 2020 23.77%
December 31, 2019 23.77%
November 30, 2019 23.77%
October 31, 2019 23.77%
September 30, 2019 23.77%
August 31, 2019 23.77%
July 31, 2019 23.77%
June 30, 2019 23.77%
May 31, 2019 23.77%
April 30, 2019 23.77%
March 31, 2019 23.77%
February 28, 2019 23.77%
January 31, 2019 23.77%
December 31, 2018 23.77%
November 30, 2018 18.73%
October 31, 2018 18.73%
September 30, 2018 16.47%
August 31, 2018 16.47%
July 31, 2018 16.47%
June 30, 2018 16.47%
May 31, 2018 16.47%
April 30, 2018 16.47%
March 31, 2018 16.47%

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

16.47%
Minimum
Jun 2017
39.37%
Maximum
Apr 2022
23.43%
Average
23.77%
Median
Dec 2018