Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2022 32.05%
March 31, 2022 32.05%
February 28, 2022 32.05%
January 31, 2022 32.05%
December 31, 2021 32.05%
November 30, 2021 32.05%
October 31, 2021 32.05%
September 30, 2021 32.05%
August 31, 2021 32.05%
July 31, 2021 32.05%
June 30, 2021 32.05%
May 31, 2021 32.05%
April 30, 2021 32.05%
March 31, 2021 32.05%
February 28, 2021 32.05%
January 31, 2021 32.05%
December 31, 2020 32.05%
November 30, 2020 32.05%
October 31, 2020 32.05%
September 30, 2020 32.05%
August 31, 2020 32.05%
July 31, 2020 32.05%
June 30, 2020 32.05%
May 31, 2020 32.05%
April 30, 2020 32.05%
Date Value
March 31, 2020 32.05%
February 29, 2020 19.02%
January 31, 2020 19.02%
December 31, 2019 19.02%
November 30, 2019 19.02%
October 31, 2019 19.02%
September 30, 2019 19.02%
August 31, 2019 19.02%
July 31, 2019 19.02%
June 30, 2019 19.02%
May 31, 2019 19.02%
April 30, 2019 19.02%
March 31, 2019 19.02%
February 28, 2019 19.02%
January 31, 2019 19.02%
December 31, 2018 19.02%
November 30, 2018 16.10%
October 31, 2018 16.10%
September 30, 2018 16.10%
August 31, 2018 16.10%
July 31, 2018 16.10%
June 30, 2018 16.10%
May 31, 2018 16.10%
April 30, 2018 16.10%
March 31, 2018 16.10%

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

16.10%
Minimum
May 2017
32.05%
Maximum
Mar 2020
23.74%
Average
19.02%
Median
Dec 2018