Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2022 39.11%
March 31, 2022 39.11%
February 28, 2022 39.11%
January 31, 2022 39.11%
December 31, 2021 39.11%
November 30, 2021 39.11%
October 31, 2021 39.11%
September 30, 2021 39.11%
August 31, 2021 39.11%
July 31, 2021 39.11%
June 30, 2021 39.11%
May 31, 2021 39.11%
April 30, 2021 39.11%
March 31, 2021 39.11%
February 28, 2021 39.11%
January 31, 2021 39.11%
December 31, 2020 39.11%
November 30, 2020 39.11%
October 31, 2020 39.11%
September 30, 2020 39.11%
August 31, 2020 39.11%
July 31, 2020 39.11%
June 30, 2020 39.11%
May 31, 2020 39.11%
April 30, 2020 39.11%
Date Value
March 31, 2020 39.11%
February 29, 2020 26.85%
January 31, 2020 24.32%
December 31, 2019 24.32%
November 30, 2019 24.32%
October 31, 2019 24.32%
September 30, 2019 24.32%
August 31, 2019 24.32%
July 31, 2019 24.32%
June 30, 2019 24.32%
May 31, 2019 24.32%
April 30, 2019 23.38%
March 31, 2019 23.38%
February 28, 2019 23.38%
January 31, 2019 23.38%
December 31, 2018 23.38%
November 30, 2018 21.56%
October 31, 2018 19.80%
September 30, 2018 15.24%
August 31, 2018 13.88%
July 31, 2018 13.88%
June 30, 2018 13.47%
May 31, 2018 9.39%
April 30, 2018 8.61%
March 31, 2018 8.61%

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

8.61%
Minimum
May 2017
39.11%
Maximum
Mar 2020
26.50%
Average
24.32%
Median
May 2019