Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2022 43.31%
March 31, 2022 40.58%
February 28, 2022 38.92%
January 31, 2022 38.92%
December 31, 2021 38.92%
November 30, 2021 38.92%
October 31, 2021 38.92%
September 30, 2021 38.92%
August 31, 2021 38.92%
July 31, 2021 38.92%
June 30, 2021 38.92%
May 31, 2021 38.92%
April 30, 2021 38.92%
March 31, 2021 38.92%
February 28, 2021 38.92%
January 31, 2021 38.92%
December 31, 2020 38.92%
November 30, 2020 38.92%
October 31, 2020 38.92%
September 30, 2020 38.92%
August 31, 2020 38.92%
July 31, 2020 38.92%
June 30, 2020 38.92%
May 31, 2020 38.92%
April 30, 2020 38.92%
Date Value
March 31, 2020 38.92%
February 29, 2020 27.03%
January 31, 2020 27.03%
December 31, 2019 27.03%
November 30, 2019 27.03%
October 31, 2019 27.03%
September 30, 2019 27.03%
August 31, 2019 27.03%
July 31, 2019 27.03%
June 30, 2019 27.03%
May 31, 2019 27.03%
April 30, 2019 27.03%
March 31, 2019 27.03%
February 28, 2019 27.03%
January 31, 2019 27.03%
December 31, 2018 27.03%
November 30, 2018 18.94%
October 31, 2018 18.94%
September 30, 2018 9.80%
August 31, 2018 9.80%
July 31, 2018 9.80%
June 30, 2018 9.80%
May 31, 2018 9.80%
April 30, 2018 9.80%
March 31, 2018 9.80%

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

3.99%
Minimum
May 2017
43.31%
Maximum
Apr 2022
26.77%
Average
27.03%
Median
Dec 2018