Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2022 11.68%
March 31, 2022 10.04%
February 28, 2022 10.04%
January 31, 2022 10.04%
December 31, 2021 10.04%
November 30, 2021 10.04%
October 31, 2021 10.04%
September 30, 2021 10.04%
August 31, 2021 10.04%
July 31, 2021 10.04%
June 30, 2021 10.04%
May 31, 2021 10.04%
April 30, 2021 10.04%
March 31, 2021 10.04%
February 28, 2021 10.04%
January 31, 2021 10.04%
December 31, 2020 10.04%
November 30, 2020 10.04%
October 31, 2020 10.04%
September 30, 2020 10.04%
August 31, 2020 10.04%
July 31, 2020 10.04%
June 30, 2020 10.04%
May 31, 2020 10.04%
April 30, 2020 10.04%
Date Value
March 31, 2020 10.04%
February 29, 2020 3.88%
January 31, 2020 3.88%
December 31, 2019 3.88%
November 30, 2019 3.88%
October 31, 2019 3.88%
September 30, 2019 3.88%
August 31, 2019 3.88%
July 31, 2019 3.88%
June 30, 2019 3.88%
May 31, 2019 3.88%
April 30, 2019 3.88%
March 31, 2019 3.88%
February 28, 2019 3.88%
January 31, 2019 3.88%
December 31, 2018 3.88%
November 30, 2018 3.88%
October 31, 2018 3.88%
September 30, 2018 3.88%
August 31, 2018 3.88%
July 31, 2018 3.88%
June 30, 2018 4.68%
May 31, 2018 4.77%
April 30, 2018 4.78%
March 31, 2018 4.87%

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

3.88%
Minimum
Jul 2018
11.68%
Maximum
Apr 2022
6.80%
Average
4.87%
Median
May 2017