Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2022 36.01%
March 31, 2022 36.01%
February 28, 2022 36.01%
January 31, 2022 36.01%
December 31, 2021 36.01%
November 30, 2021 36.01%
October 31, 2021 36.01%
September 30, 2021 36.01%
August 31, 2021 36.01%
July 31, 2021 36.01%
June 30, 2021 36.01%
May 31, 2021 36.01%
April 30, 2021 36.01%
March 31, 2021 36.01%
February 28, 2021 36.01%
January 31, 2021 36.01%
December 31, 2020 36.01%
November 30, 2020 36.01%
October 31, 2020 36.01%
September 30, 2020 36.01%
August 31, 2020 36.01%
July 31, 2020 36.01%
June 30, 2020 36.01%
May 31, 2020 36.01%
April 30, 2020 36.01%
Date Value
March 31, 2020 36.01%
February 29, 2020 17.25%
January 31, 2020 17.25%
December 31, 2019 17.25%
November 30, 2019 17.25%
October 31, 2019 17.25%
September 30, 2019 17.25%
August 31, 2019 17.25%
July 31, 2019 17.25%
June 30, 2019 17.25%
May 31, 2019 17.25%
April 30, 2019 17.25%
March 31, 2019 17.25%
February 28, 2019 17.25%
January 31, 2019 17.25%
December 31, 2018 17.25%
November 30, 2018 9.59%
October 31, 2018 9.59%
September 30, 2018 9.59%
August 31, 2018 9.59%
July 31, 2018 9.59%
June 30, 2018 9.59%
May 31, 2018 9.59%
April 30, 2018 9.59%
March 31, 2018 9.59%

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

2.24%
Minimum
May 2017
36.01%
Maximum
Mar 2020
21.85%
Average
17.25%
Median
Dec 2018

Max Drawdown (5Y) Related Metrics