Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
November 30, 2021 55.56%
October 31, 2021 55.56%
September 30, 2021 55.56%
August 31, 2021 55.56%
July 31, 2021 55.56%
June 30, 2021 55.56%
May 31, 2021 55.56%
April 30, 2021 55.56%
March 31, 2021 55.56%
February 28, 2021 55.56%
January 31, 2021 55.56%
December 31, 2020 55.56%
November 30, 2020 55.56%
October 31, 2020 55.56%
September 30, 2020 55.56%
August 31, 2020 55.56%
July 31, 2020 55.56%
June 30, 2020 55.56%
May 31, 2020 55.56%
April 30, 2020 55.56%
March 31, 2020 55.56%
February 29, 2020 28.74%
January 31, 2020 28.74%
December 31, 2019 28.74%
November 30, 2019 28.74%
Date Value
October 31, 2019 28.74%
September 30, 2019 28.74%
August 31, 2019 28.74%
July 31, 2019 28.74%
June 30, 2019 28.74%
May 31, 2019 28.74%
April 30, 2019 28.74%
March 31, 2019 28.74%
February 28, 2019 28.74%
January 31, 2019 28.74%
December 31, 2018 28.74%
November 30, 2018 16.98%
October 31, 2018 16.98%
September 30, 2018 14.05%
August 31, 2018 14.05%
July 31, 2018 14.58%
June 30, 2018 15.54%
May 31, 2018 15.54%
April 30, 2018 15.54%
March 31, 2018 24.13%
February 28, 2018 26.75%
January 31, 2018 35.16%
December 31, 2017 52.93%
November 30, 2017 57.79%
October 31, 2017 61.93%

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

28.74%
Minimum
May 2019
55.56%
Maximum
Mar 2020
46.91%
Average
55.56%
Median
Mar 2020