Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2022 37.58%
March 31, 2022 37.58%
February 28, 2022 37.58%
January 31, 2022 37.58%
December 31, 2021 37.58%
November 30, 2021 37.58%
October 31, 2021 37.58%
September 30, 2021 37.58%
August 31, 2021 37.58%
July 31, 2021 37.58%
June 30, 2021 37.58%
May 31, 2021 37.58%
April 30, 2021 37.58%
March 31, 2021 37.58%
February 28, 2021 37.58%
January 31, 2021 37.58%
December 31, 2020 37.58%
November 30, 2020 37.58%
October 31, 2020 37.58%
September 30, 2020 37.58%
August 31, 2020 37.58%
July 31, 2020 37.58%
June 30, 2020 37.58%
May 31, 2020 37.58%
April 30, 2020 37.58%
Date Value
March 31, 2020 37.58%
February 29, 2020 25.27%
January 31, 2020 25.27%
December 31, 2019 25.27%
November 30, 2019 25.27%
October 31, 2019 25.27%
September 30, 2019 25.27%
August 31, 2019 25.27%
July 31, 2019 25.27%
June 30, 2019 25.27%
May 31, 2019 25.27%
April 30, 2019 25.27%
March 31, 2019 25.27%
February 28, 2019 25.27%
January 31, 2019 25.27%
December 31, 2018 25.27%
November 30, 2018 22.75%
October 31, 2018 22.75%
September 30, 2018 22.75%
August 31, 2018 22.75%
July 31, 2018 22.75%
June 30, 2018 22.75%
May 31, 2018 22.75%
April 30, 2018 22.75%
March 31, 2018 22.75%

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

22.75%
Minimum
May 2017
37.58%
Maximum
Mar 2020
29.81%
Average
25.27%
Median
Dec 2018