Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2022 32.48%
March 31, 2022 32.48%
February 28, 2022 32.48%
January 31, 2022 32.48%
December 31, 2021 32.48%
November 30, 2021 32.48%
October 31, 2021 32.48%
September 30, 2021 32.48%
August 31, 2021 32.48%
July 31, 2021 32.48%
June 30, 2021 32.48%
May 31, 2021 32.48%
April 30, 2021 32.48%
March 31, 2021 32.48%
February 28, 2021 32.48%
January 31, 2021 32.48%
December 31, 2020 32.48%
November 30, 2020 32.48%
October 31, 2020 32.48%
September 30, 2020 32.48%
August 31, 2020 32.48%
July 31, 2020 32.48%
June 30, 2020 32.48%
May 31, 2020 32.48%
April 30, 2020 32.48%
Date Value
March 31, 2020 32.48%
February 29, 2020 19.57%
January 31, 2020 19.57%
December 31, 2019 19.57%
November 30, 2019 19.57%
October 31, 2019 19.57%
September 30, 2019 19.57%
August 31, 2019 19.57%
July 31, 2019 19.57%
June 30, 2019 19.57%
May 31, 2019 19.57%
April 30, 2019 19.57%
March 31, 2019 19.57%
February 28, 2019 19.57%
January 31, 2019 19.57%
December 31, 2018 19.57%
November 30, 2018 16.27%
October 31, 2018 16.27%
September 30, 2018 16.27%
August 31, 2018 16.27%
July 31, 2018 16.27%
June 30, 2018 16.27%
May 31, 2018 16.27%
April 30, 2018 16.27%
March 31, 2018 16.27%

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

16.27%
Minimum
May 2017
32.48%
Maximum
Mar 2020
24.12%
Average
19.57%
Median
Dec 2018