Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2022 44.27%
March 31, 2022 44.27%
February 28, 2022 44.27%
January 31, 2022 44.27%
December 31, 2021 44.27%
November 30, 2021 44.27%
October 31, 2021 44.27%
September 30, 2021 44.27%
August 31, 2021 44.27%
July 31, 2021 44.27%
June 30, 2021 44.27%
May 31, 2021 44.27%
April 30, 2021 44.27%
March 31, 2021 44.27%
February 28, 2021 44.27%
January 31, 2021 44.27%
December 31, 2020 44.27%
November 30, 2020 44.27%
October 31, 2020 44.27%
September 30, 2020 44.27%
August 31, 2020 44.27%
July 31, 2020 44.27%
June 30, 2020 44.27%
May 31, 2020 44.27%
April 30, 2020 44.27%
Date Value
March 31, 2020 44.27%
February 29, 2020 23.28%
January 31, 2020 23.28%
December 31, 2019 23.28%
November 30, 2019 23.28%
October 31, 2019 23.28%
September 30, 2019 23.28%
August 31, 2019 23.28%
July 31, 2019 23.28%
June 30, 2019 23.28%
May 31, 2019 23.28%
April 30, 2019 23.28%
March 31, 2019 23.28%
February 28, 2019 23.28%
January 31, 2019 23.28%
December 31, 2018 23.28%
November 30, 2018 20.73%
October 31, 2018 20.73%
September 30, 2018 20.73%
August 31, 2018 20.73%
July 31, 2018 20.73%
June 30, 2018 20.73%
May 31, 2018 20.73%
April 30, 2018 20.73%
March 31, 2018 20.73%

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

20.73%
Minimum
May 2017
44.27%
Maximum
Mar 2020
31.57%
Average
23.28%
Median
Dec 2018

Max Drawdown (5Y) Related Metrics