Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2022 31.06%
March 31, 2022 31.06%
February 28, 2022 31.06%
January 31, 2022 31.06%
December 31, 2021 31.06%
November 30, 2021 31.06%
October 31, 2021 31.06%
September 30, 2021 31.06%
August 31, 2021 31.06%
July 31, 2021 31.06%
June 30, 2021 31.06%
May 31, 2021 31.06%
April 30, 2021 31.06%
March 31, 2021 31.06%
February 28, 2021 31.06%
January 31, 2021 31.06%
December 31, 2020 31.06%
November 30, 2020 31.06%
October 31, 2020 31.06%
September 30, 2020 31.06%
August 31, 2020 31.06%
July 31, 2020 31.06%
June 30, 2020 31.06%
May 31, 2020 31.06%
April 30, 2020 31.06%
Date Value
March 31, 2020 31.06%
February 29, 2020 17.22%
January 31, 2020 17.22%
December 31, 2019 17.22%
November 30, 2019 17.22%
October 31, 2019 17.22%
September 30, 2019 17.22%
August 31, 2019 17.22%
July 31, 2019 17.22%
June 30, 2019 17.22%
May 31, 2019 17.22%
April 30, 2019 17.22%
March 31, 2019 17.22%
February 28, 2019 17.22%
January 31, 2019 17.22%
December 31, 2018 17.22%
November 30, 2018 15.18%
October 31, 2018 15.18%
September 30, 2018 15.18%
August 31, 2018 15.18%
July 31, 2018 15.18%
June 30, 2018 15.18%
May 31, 2018 15.18%
April 30, 2018 15.18%
March 31, 2018 15.18%

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

15.18%
Minimum
May 2017
31.06%
Maximum
Mar 2020
22.57%
Average
17.22%
Median
Dec 2018