Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2022 44.00%
March 31, 2022 44.00%
February 28, 2022 44.00%
January 31, 2022 44.00%
December 31, 2021 44.00%
November 30, 2021 44.00%
October 31, 2021 44.00%
September 30, 2021 44.00%
August 31, 2021 44.00%
July 31, 2021 44.00%
June 30, 2021 44.00%
May 31, 2021 44.00%
April 30, 2021 44.00%
March 31, 2021 44.00%
February 28, 2021 44.00%
January 31, 2021 44.00%
December 31, 2020 44.00%
November 30, 2020 44.00%
October 31, 2020 44.00%
September 30, 2020 44.00%
August 31, 2020 44.00%
July 31, 2020 44.00%
June 30, 2020 44.00%
May 31, 2020 44.00%
April 30, 2020 44.00%
Date Value
March 31, 2020 44.00%
February 29, 2020 28.38%
January 31, 2020 28.38%
December 31, 2019 28.38%
November 30, 2019 28.38%
October 31, 2019 28.38%
September 30, 2019 28.38%
August 31, 2019 28.38%
July 31, 2019 28.38%
June 30, 2019 28.38%
May 31, 2019 28.38%
April 30, 2019 28.38%
March 31, 2019 28.38%
February 28, 2019 28.38%
January 31, 2019 28.38%
December 31, 2018 28.38%
November 30, 2018 27.22%
October 31, 2018 27.22%
September 30, 2018 27.22%
August 31, 2018 27.22%
July 31, 2018 27.22%
June 30, 2018 27.22%
May 31, 2018 27.22%
April 30, 2018 27.22%
March 31, 2018 27.22%

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

27.22%
Minimum
May 2017
44.00%
Maximum
Mar 2020
34.78%
Average
28.38%
Median
Dec 2018