Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2022 33.80%
March 31, 2022 33.80%
February 28, 2022 33.80%
January 31, 2022 33.80%
December 31, 2021 33.80%
November 30, 2021 33.80%
October 31, 2021 33.80%
September 30, 2021 33.80%
August 31, 2021 33.80%
July 31, 2021 33.80%
June 30, 2021 33.80%
May 31, 2021 33.80%
April 30, 2021 33.80%
March 31, 2021 33.80%
February 28, 2021 33.80%
January 31, 2021 33.80%
December 31, 2020 33.80%
November 30, 2020 33.80%
October 31, 2020 33.80%
September 30, 2020 33.80%
August 31, 2020 33.80%
July 31, 2020 33.80%
June 30, 2020 33.80%
May 31, 2020 33.80%
April 30, 2020 33.80%
Date Value
March 31, 2020 33.80%
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
Sep 2017
33.80%
Maximum
Mar 2020
27.97%
Average
23.45%
Median