Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2022 33.33%
March 31, 2022 33.33%
February 28, 2022 33.33%
January 31, 2022 33.33%
December 31, 2021 33.33%
November 30, 2021 33.33%
October 31, 2021 33.33%
September 30, 2021 33.33%
August 31, 2021 33.33%
July 31, 2021 33.33%
June 30, 2021 33.33%
May 31, 2021 33.33%
April 30, 2021 33.33%
March 31, 2021 33.33%
February 28, 2021 33.33%
January 31, 2021 33.33%
December 31, 2020 33.33%
November 30, 2020 33.33%
October 31, 2020 33.33%
September 30, 2020 33.33%
August 31, 2020 33.33%
July 31, 2020 33.33%
June 30, 2020 33.33%
May 31, 2020 33.33%
April 30, 2020 33.33%
Date Value
March 31, 2020 33.33%
February 29, 2020 18.54%
January 31, 2020 18.54%
December 31, 2019 18.54%
November 30, 2019 18.54%
October 31, 2019 18.54%
September 30, 2019 18.54%
August 31, 2019 18.54%
July 31, 2019 18.54%
June 30, 2019 18.54%
May 31, 2019 18.54%
April 30, 2019 18.54%
March 31, 2019 18.54%
February 28, 2019 18.54%
January 31, 2019 18.54%
December 31, 2018 18.54%
November 30, 2018 14.37%
October 31, 2018 14.37%
September 30, 2018 14.37%
August 31, 2018 14.37%
July 31, 2018 14.37%
June 30, 2018 14.37%
May 31, 2018 14.37%
April 30, 2018 14.37%
March 31, 2018 14.37%

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

14.37%
Minimum
May 2017
33.33%
Maximum
Mar 2020
23.63%
Average
18.54%
Median
Dec 2018