Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2022 31.41%
March 31, 2022 31.41%
February 28, 2022 31.41%
January 31, 2022 31.41%
December 31, 2021 31.41%
November 30, 2021 31.41%
October 31, 2021 31.41%
September 30, 2021 31.41%
August 31, 2021 31.41%
July 31, 2021 31.41%
June 30, 2021 31.41%
May 31, 2021 31.41%
April 30, 2021 31.41%
March 31, 2021 31.41%
February 28, 2021 31.41%
January 31, 2021 31.41%
December 31, 2020 31.41%
November 30, 2020 31.41%
October 31, 2020 31.41%
September 30, 2020 31.41%
August 31, 2020 31.41%
July 31, 2020 31.41%
June 30, 2020 31.41%
May 31, 2020 31.41%
April 30, 2020 31.41%
Date Value
March 31, 2020 31.41%
February 29, 2020 20.21%
January 31, 2020 20.21%
December 31, 2019 20.21%
November 30, 2019 20.21%
October 31, 2019 20.21%
September 30, 2019 20.21%
August 31, 2019 20.21%
July 31, 2019 20.21%
June 30, 2019 20.21%
May 31, 2019 20.21%
April 30, 2019 20.21%
March 31, 2019 20.21%
February 28, 2019 20.21%
January 31, 2019 20.21%
December 31, 2018 20.21%
November 30, 2018 17.38%
October 31, 2018 17.38%
September 30, 2018 17.38%
August 31, 2018 17.38%
July 31, 2018 17.38%
June 30, 2018 17.38%
May 31, 2018 17.38%
April 30, 2018 17.38%
March 31, 2018 17.38%

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

17.38%
Minimum
May 2017
31.41%
Maximum
Mar 2020
24.17%
Average
20.21%
Median
Dec 2018