Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
June 30, 2021 29.31%
May 31, 2021 29.31%
April 30, 2021 29.31%
March 31, 2021 29.31%
February 28, 2021 29.31%
January 31, 2021 29.31%
December 31, 2020 29.31%
November 30, 2020 32.60%
October 31, 2020 33.16%
September 30, 2020 33.16%
August 31, 2020 33.16%
July 31, 2020 33.16%
June 30, 2020 33.16%
May 31, 2020 33.16%
April 30, 2020 33.16%
March 31, 2020 33.16%
February 29, 2020 33.16%
January 31, 2020 33.16%
December 31, 2019 33.16%
November 30, 2019 33.16%
October 31, 2019 33.16%
September 30, 2019 33.16%
August 31, 2019 33.16%
July 31, 2019 33.16%
June 30, 2019 33.16%
Date Value
May 31, 2019 33.16%
April 30, 2019 33.16%
March 31, 2019 33.16%
February 28, 2019 33.16%
January 31, 2019 33.16%
December 31, 2018 33.16%
November 30, 2018 33.16%
October 31, 2018 33.16%
September 30, 2018 33.16%
August 31, 2018 33.16%
July 31, 2018 34.44%
June 30, 2018 34.69%
May 31, 2018 35.07%
April 30, 2018 35.07%
March 31, 2018 35.07%
February 28, 2018 35.07%
January 31, 2018 35.07%
December 31, 2017 35.07%
November 30, 2017 35.07%
October 31, 2017 35.07%
September 30, 2017 35.07%
August 31, 2017 35.07%
July 31, 2017 35.07%
June 30, 2017 35.07%
May 31, 2017 35.07%

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

29.31%
Minimum
Dec 2020
35.07%
Maximum
Aug 2016
33.45%
Average
33.16%
Median
Aug 2018