Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2022 17.52%
March 31, 2022 17.52%
February 28, 2022 17.52%
January 31, 2022 17.52%
December 31, 2021 17.52%
November 30, 2021 17.52%
October 31, 2021 17.52%
September 30, 2021 17.52%
August 31, 2021 17.52%
July 31, 2021 17.52%
June 30, 2021 17.52%
May 31, 2021 17.52%
April 30, 2021 17.52%
March 31, 2021 17.52%
February 28, 2021 17.52%
January 31, 2021 17.52%
December 31, 2020 17.52%
November 30, 2020 17.52%
October 31, 2020 17.52%
September 30, 2020 17.52%
August 31, 2020 17.52%
July 31, 2020 17.52%
June 30, 2020 17.52%
May 31, 2020 17.52%
April 30, 2020 17.52%
Date Value
March 31, 2020 17.52%
February 29, 2020 6.23%
January 31, 2020 6.23%
December 31, 2019 6.23%
November 30, 2019 6.23%
October 31, 2019 6.23%
September 30, 2019 6.23%
August 31, 2019 6.23%
July 31, 2019 6.23%
June 30, 2019 6.23%
May 31, 2019 6.23%
April 30, 2019 6.23%
March 31, 2019 6.23%
February 28, 2019 6.23%
January 31, 2019 6.23%
December 31, 2018 6.23%
November 30, 2018 6.23%
October 31, 2018 6.23%
September 30, 2018 6.23%
August 31, 2018 6.23%
July 31, 2018 6.23%
June 30, 2018 6.23%
May 31, 2018 6.23%
April 30, 2018 6.23%
March 31, 2018 6.23%

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).

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Max Drawdown (5Y) Range, Past 5 Years

6.23%
Minimum
May 2017
17.52%
Maximum
Mar 2020
11.12%
Average
6.23%
Median
May 2017