Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2022 37.34%
March 31, 2022 37.34%
February 28, 2022 37.34%
January 31, 2022 37.34%
December 31, 2021 37.34%
November 30, 2021 37.34%
October 31, 2021 37.34%
September 30, 2021 37.34%
August 31, 2021 37.34%
July 31, 2021 37.34%
June 30, 2021 37.34%
May 31, 2021 37.34%
April 30, 2021 37.34%
March 31, 2021 37.34%
February 28, 2021 37.34%
January 31, 2021 37.34%
December 31, 2020 37.34%
November 30, 2020 37.34%
October 31, 2020 37.34%
September 30, 2020 37.34%
August 31, 2020 37.34%
July 31, 2020 37.34%
June 30, 2020 37.34%
May 31, 2020 37.34%
April 30, 2020 37.34%
Date Value
March 31, 2020 37.34%
February 29, 2020 18.75%
January 31, 2020 18.75%
December 31, 2019 18.75%
November 30, 2019 18.75%
October 31, 2019 18.75%
September 30, 2019 18.75%
August 31, 2019 18.75%
July 31, 2019 18.75%
June 30, 2019 18.75%
May 31, 2019 18.75%
April 30, 2019 18.75%
March 31, 2019 18.75%
February 28, 2019 18.75%
January 31, 2019 18.75%
December 31, 2018 18.75%
November 30, 2018 12.30%
October 31, 2018 12.30%
September 30, 2018 12.30%
August 31, 2018 12.30%
July 31, 2018 12.30%
June 30, 2018 12.30%
May 31, 2018 12.30%
April 30, 2018 12.30%
March 31, 2018 12.30%

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

12.30%
Minimum
May 2017
37.34%
Maximum
Mar 2020
24.76%
Average
18.75%
Median
Dec 2018