Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2022 35.62%
March 31, 2022 35.62%
February 28, 2022 35.62%
January 31, 2022 35.62%
December 31, 2021 35.62%
November 30, 2021 35.62%
October 31, 2021 35.62%
September 30, 2021 35.62%
August 31, 2021 35.62%
July 31, 2021 35.62%
June 30, 2021 35.62%
May 31, 2021 35.62%
April 30, 2021 35.62%
March 31, 2021 35.62%
February 28, 2021 35.62%
January 31, 2021 35.62%
December 31, 2020 35.62%
November 30, 2020 35.62%
October 31, 2020 35.62%
September 30, 2020 35.62%
August 31, 2020 35.62%
July 31, 2020 35.62%
June 30, 2020 35.62%
May 31, 2020 35.62%
April 30, 2020 35.62%
Date Value
March 31, 2020 35.62%
February 29, 2020 28.33%
January 31, 2020 28.33%
December 31, 2019 28.33%
November 30, 2019 28.33%
October 31, 2019 28.33%
September 30, 2019 28.33%
August 31, 2019 28.33%
July 31, 2019 28.33%
June 30, 2019 28.33%
May 31, 2019 28.33%
April 30, 2019 28.33%
March 31, 2019 28.33%
February 28, 2019 28.33%
January 31, 2019 28.33%
December 31, 2018 28.33%
November 30, 2018 27.84%
October 31, 2018 27.84%
September 30, 2018 27.84%
August 31, 2018 27.84%
July 31, 2018 27.84%
June 30, 2018 27.84%
May 31, 2018 27.84%
April 30, 2018 27.84%
March 31, 2018 27.84%

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).

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

27.84%
Minimum
May 2017
35.62%
Maximum
Mar 2020
31.33%
Average
28.33%
Median
Dec 2018