Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2022 25.54%
March 31, 2022 23.83%
February 28, 2022 23.59%
January 31, 2022 23.59%
December 31, 2021 23.59%
November 30, 2021 23.59%
October 31, 2021 23.59%
September 30, 2021 23.59%
August 31, 2021 23.59%
July 31, 2021 23.59%
June 30, 2021 23.59%
May 31, 2021 23.59%
April 30, 2021 23.59%
March 31, 2021 23.59%
February 28, 2021 23.59%
January 31, 2021 23.59%
December 31, 2020 23.59%
November 30, 2020 23.59%
October 31, 2020 23.59%
September 30, 2020 23.59%
August 31, 2020 23.59%
July 31, 2020 23.59%
June 30, 2020 23.59%
May 31, 2020 23.59%
April 30, 2020 23.59%
Date Value
March 31, 2020 23.59%
February 29, 2020 19.02%
January 31, 2020 19.02%
December 31, 2019 19.02%
November 30, 2019 19.02%
October 31, 2019 19.02%
September 30, 2019 19.02%
August 31, 2019 19.02%
July 31, 2019 19.02%
June 30, 2019 19.02%
May 31, 2019 19.02%
April 30, 2019 19.02%
March 31, 2019 19.02%
February 28, 2019 19.02%
January 31, 2019 19.02%
December 31, 2018 19.02%
November 30, 2018 14.93%
October 31, 2018 14.43%
September 30, 2018 14.43%
August 31, 2018 14.43%
July 31, 2018 14.43%
June 30, 2018 14.43%
May 31, 2018 14.43%
April 30, 2018 14.43%
March 31, 2018 14.43%

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

14.43%
Minimum
May 2017
25.54%
Maximum
Apr 2022
19.59%
Average
19.02%
Median
Dec 2018