Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2022 38.77%
March 31, 2022 36.75%
February 28, 2022 30.82%
January 31, 2022 28.89%
December 31, 2021 28.89%
November 30, 2021 28.89%
October 31, 2021 28.89%
September 30, 2021 28.89%
August 31, 2021 28.89%
July 31, 2021 28.89%
June 30, 2021 28.89%
May 31, 2021 28.89%
April 30, 2021 28.89%
March 31, 2021 28.89%
February 28, 2021 28.89%
January 31, 2021 28.89%
December 31, 2020 28.89%
November 30, 2020 28.89%
October 31, 2020 28.89%
September 30, 2020 28.89%
August 31, 2020 28.89%
July 31, 2020 28.89%
June 30, 2020 28.89%
May 31, 2020 28.89%
April 30, 2020 28.89%
Date Value
March 31, 2020 28.89%
February 29, 2020 22.40%
January 31, 2020 22.40%
December 31, 2019 22.40%
November 30, 2019 22.40%
October 31, 2019 22.40%
September 30, 2019 22.40%
August 31, 2019 22.40%
July 31, 2019 22.40%
June 30, 2019 22.40%
May 31, 2019 22.40%
April 30, 2019 22.40%
March 31, 2019 22.40%
February 28, 2019 22.40%
January 31, 2019 22.40%
December 31, 2018 22.40%
November 30, 2018 21.52%
October 31, 2018 21.52%
September 30, 2018 21.52%
August 31, 2018 21.52%
July 31, 2018 21.52%
June 30, 2018 21.52%
May 31, 2018 21.52%
April 30, 2018 21.52%
March 31, 2018 21.52%

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

21.52%
Minimum
May 2017
38.77%
Maximum
Apr 2022
25.26%
Average
22.40%
Median
Dec 2018