Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2022 42.36%
March 31, 2022 42.36%
February 28, 2022 42.36%
January 31, 2022 42.36%
December 31, 2021 42.36%
November 30, 2021 42.36%
October 31, 2021 42.36%
September 30, 2021 42.36%
August 31, 2021 42.36%
July 31, 2021 42.36%
June 30, 2021 42.36%
May 31, 2021 42.36%
April 30, 2021 42.36%
March 31, 2021 42.36%
February 28, 2021 42.36%
January 31, 2021 42.36%
December 31, 2020 42.36%
November 30, 2020 42.36%
October 31, 2020 42.36%
September 30, 2020 42.36%
August 31, 2020 42.36%
July 31, 2020 42.36%
June 30, 2020 42.36%
May 31, 2020 42.36%
April 30, 2020 42.36%
Date Value
March 31, 2020 42.36%
February 29, 2020 26.97%
January 31, 2020 26.97%
December 31, 2019 26.97%
November 30, 2019 26.97%
October 31, 2019 26.97%
September 30, 2019 26.97%
August 31, 2019 26.97%
July 31, 2019 26.97%
June 30, 2019 26.97%
May 31, 2019 26.97%
April 30, 2019 26.97%
March 31, 2019 26.97%
February 28, 2019 26.97%
January 31, 2019 26.97%
December 31, 2018 26.97%
November 30, 2018 23.60%
October 31, 2018 23.60%
September 30, 2018 23.60%
August 31, 2018 23.60%
July 31, 2018 23.60%
June 30, 2018 23.60%
May 31, 2018 23.60%
April 30, 2018 23.60%
March 31, 2018 23.60%

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

23.60%
Minimum
May 2017
42.36%
Maximum
Mar 2020
32.57%
Average
26.97%
Median
Dec 2018