Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2022 31.08%
March 31, 2022 31.08%
February 28, 2022 31.08%
January 31, 2022 31.08%
December 31, 2021 31.08%
November 30, 2021 31.08%
October 31, 2021 31.08%
September 30, 2021 31.08%
August 31, 2021 31.08%
July 31, 2021 31.08%
June 30, 2021 31.08%
May 31, 2021 31.08%
April 30, 2021 31.08%
March 31, 2021 31.08%
February 28, 2021 31.08%
January 31, 2021 31.08%
December 31, 2020 31.08%
November 30, 2020 31.08%
October 31, 2020 31.08%
September 30, 2020 31.08%
August 31, 2020 31.08%
July 31, 2020 31.08%
June 30, 2020 31.08%
May 31, 2020 31.08%
April 30, 2020 31.08%
Date Value
March 31, 2020 31.08%
February 29, 2020 18.17%
January 31, 2020 18.17%
December 31, 2019 18.17%
November 30, 2019 18.17%
October 31, 2019 18.17%
September 30, 2019 18.17%
August 31, 2019 18.17%
July 31, 2019 18.17%
June 30, 2019 18.17%
May 31, 2019 18.17%
April 30, 2019 18.17%
March 31, 2019 18.17%
February 28, 2019 18.17%
January 31, 2019 18.17%
December 31, 2018 18.17%
November 30, 2018 13.93%
October 31, 2018 13.93%
September 30, 2018 13.93%
August 31, 2018 13.93%
July 31, 2018 13.93%
June 30, 2018 13.93%
May 31, 2018 13.93%
April 30, 2018 13.93%
March 31, 2018 13.93%

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

13.93%
Minimum
May 2017
31.08%
Maximum
Mar 2020
22.42%
Average
18.17%
Median
Dec 2018