Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2022 47.79%
March 31, 2022 47.79%
February 28, 2022 47.79%
January 31, 2022 47.79%
December 31, 2021 47.79%
November 30, 2021 47.79%
October 31, 2021 47.79%
September 30, 2021 47.79%
August 31, 2021 47.79%
July 31, 2021 47.79%
June 30, 2021 47.79%
May 31, 2021 47.79%
April 30, 2021 47.79%
March 31, 2021 47.79%
February 28, 2021 47.79%
January 31, 2021 47.79%
December 31, 2020 47.79%
November 30, 2020 47.79%
October 31, 2020 47.79%
September 30, 2020 47.79%
August 31, 2020 47.79%
July 31, 2020 47.79%
June 30, 2020 47.79%
May 31, 2020 47.79%
April 30, 2020 47.79%
Date Value
March 31, 2020 47.79%
February 29, 2020 25.68%
January 31, 2020 25.68%
December 31, 2019 25.68%
November 30, 2019 25.68%
October 31, 2019 25.68%
September 30, 2019 25.68%
August 31, 2019 25.68%
July 31, 2019 25.68%
June 30, 2019 25.68%
May 31, 2019 25.68%
April 30, 2019 25.68%
March 31, 2019 25.68%
February 28, 2019 25.68%
January 31, 2019 25.68%
December 31, 2018 25.68%
November 30, 2018 23.73%
October 31, 2018 23.73%
September 30, 2018 23.73%
August 31, 2018 23.73%
July 31, 2018 23.73%
June 30, 2018 23.73%
May 31, 2018 23.73%
April 30, 2018 23.73%
March 31, 2018 23.73%

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

23.73%
Minimum
May 2017
47.79%
Maximum
Mar 2020
34.64%
Average
25.68%
Median
Dec 2018