Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2022 36.40%
March 31, 2022 36.40%
February 28, 2022 36.40%
January 31, 2022 36.40%
December 31, 2021 36.40%
November 30, 2021 36.40%
October 31, 2021 36.40%
September 30, 2021 36.40%
August 31, 2021 36.40%
July 31, 2021 36.40%
June 30, 2021 36.40%
May 31, 2021 36.40%
April 30, 2021 36.40%
March 31, 2021 36.40%
February 28, 2021 36.40%
January 31, 2021 36.40%
December 31, 2020 36.40%
November 30, 2020 36.40%
October 31, 2020 36.40%
September 30, 2020 36.40%
August 31, 2020 36.40%
July 31, 2020 36.40%
June 30, 2020 36.40%
May 31, 2020 36.40%
April 30, 2020 36.40%
Date Value
March 31, 2020 36.40%
February 29, 2020 25.91%
January 31, 2020 25.91%
December 31, 2019 25.91%
November 30, 2019 25.91%
October 31, 2019 25.91%
September 30, 2019 25.91%
August 31, 2019 25.91%
July 31, 2019 25.91%
June 30, 2019 25.91%
May 31, 2019 25.91%
April 30, 2019 25.91%
March 31, 2019 25.91%
February 28, 2019 25.91%
January 31, 2019 25.91%
December 31, 2018 25.91%
November 30, 2018 21.31%
October 31, 2018 20.92%
September 30, 2018 20.92%
August 31, 2018 20.92%
July 31, 2018 20.92%
June 30, 2018 20.92%
May 31, 2018 20.92%
April 30, 2018 20.92%
March 31, 2018 20.92%

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

20.92%
Minimum
Oct 2017
36.40%
Maximum
Mar 2020
29.56%
Average
26.56%
Median