Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2022 51.85%
March 31, 2022 50.93%
February 28, 2022 49.71%
January 31, 2022 49.33%
December 31, 2021 41.67%
November 30, 2021 39.35%
October 31, 2021 39.35%
September 30, 2021 39.35%
August 31, 2021 39.35%
July 31, 2021 39.35%
June 30, 2021 39.35%
May 31, 2021 39.35%
April 30, 2021 39.35%
March 31, 2021 39.35%
February 28, 2021 39.35%
January 31, 2021 39.35%
December 31, 2020 39.35%
November 30, 2020 39.35%
October 31, 2020 39.35%
September 30, 2020 39.35%
August 31, 2020 39.35%
July 31, 2020 39.35%
June 30, 2020 39.35%
May 31, 2020 39.35%
April 30, 2020 39.35%
Date Value
March 31, 2020 39.35%
February 29, 2020 30.26%
January 31, 2020 30.26%
December 31, 2019 30.26%
November 30, 2019 30.26%
October 31, 2019 30.26%
September 30, 2019 30.26%
August 31, 2019 30.26%
July 31, 2019 30.26%
June 30, 2019 30.26%
May 31, 2019 30.26%
April 30, 2019 30.26%
March 31, 2019 30.26%
February 28, 2019 30.26%
January 31, 2019 30.26%
December 31, 2018 30.26%
November 30, 2018 30.26%
October 31, 2018 30.26%
September 30, 2018 30.26%
August 31, 2018 30.26%
July 31, 2018 30.26%
June 30, 2018 30.26%
May 31, 2018 30.26%
April 30, 2018 30.26%
March 31, 2018 30.26%

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

30.26%
Minimum
May 2017
51.85%
Maximum
Apr 2022
34.98%
Average
30.26%
Median
May 2017

Max Drawdown (5Y) Related Metrics