Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2022 28.36%
March 31, 2022 28.36%
February 28, 2022 28.36%
January 31, 2022 28.36%
December 31, 2021 28.36%
November 30, 2021 28.36%
October 31, 2021 28.36%
September 30, 2021 28.36%
August 31, 2021 28.36%
July 31, 2021 28.36%
June 30, 2021 28.36%
May 31, 2021 28.36%
April 30, 2021 28.36%
March 31, 2021 28.36%
February 28, 2021 28.36%
January 31, 2021 28.36%
December 31, 2020 28.36%
November 30, 2020 28.36%
October 31, 2020 28.36%
September 30, 2020 28.36%
August 31, 2020 28.36%
July 31, 2020 28.36%
June 30, 2020 28.36%
May 31, 2020 28.36%
April 30, 2020 28.36%
Date Value
March 31, 2020 28.36%
February 29, 2020 23.06%
January 31, 2020 23.06%
December 31, 2019 23.06%
November 30, 2019 23.06%
October 31, 2019 23.06%
September 30, 2019 23.06%
August 31, 2019 23.06%
July 31, 2019 23.06%
June 30, 2019 23.06%
May 31, 2019 23.06%
April 30, 2019 23.06%
March 31, 2019 23.06%
February 28, 2019 23.06%
January 31, 2019 23.06%
December 31, 2018 23.06%
November 30, 2018 23.06%
October 31, 2018 23.06%
September 30, 2018 23.06%
August 31, 2018 23.06%
July 31, 2018 23.06%
June 30, 2018 23.06%
May 31, 2018 23.06%
April 30, 2018 23.06%
March 31, 2018 23.06%

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

23.06%
Minimum
May 2017
28.36%
Maximum
Mar 2020
25.36%
Average
23.06%
Median
May 2017