Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2021 50.47%
September 30, 2021 50.47%
August 31, 2021 50.47%
July 31, 2021 50.47%
June 30, 2021 50.47%
May 31, 2021 50.47%
April 30, 2021 50.47%
March 31, 2021 50.47%
February 28, 2021 50.47%
January 31, 2021 50.47%
December 31, 2020 50.47%
November 30, 2020 50.47%
October 31, 2020 50.47%
September 30, 2020 50.47%
August 31, 2020 50.47%
July 31, 2020 50.47%
June 30, 2020 50.47%
May 31, 2020 50.47%
April 30, 2020 50.47%
March 31, 2020 50.47%
February 29, 2020 31.87%
January 31, 2020 31.87%
December 31, 2019 31.87%
November 30, 2019 31.87%
October 31, 2019 31.87%
Date Value
September 30, 2019 31.87%
August 31, 2019 31.87%
July 31, 2019 31.87%
June 30, 2019 31.87%
May 31, 2019 31.87%
April 30, 2019 31.87%
March 31, 2019 31.87%
February 28, 2019 31.87%
January 31, 2019 31.87%
December 31, 2018 31.87%
November 30, 2018 31.87%
October 31, 2018 31.87%
September 30, 2018 31.87%
August 31, 2018 31.87%
July 31, 2018 31.87%
June 30, 2018 31.87%
May 31, 2018 31.87%
April 30, 2018 31.87%
March 31, 2018 31.87%
February 28, 2018 31.87%
January 31, 2018 31.87%
December 31, 2017 31.87%
November 30, 2017 31.87%
October 31, 2017 31.87%
September 30, 2017 31.87%

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

31.87%
Minimum
Nov 2016
50.47%
Maximum
Mar 2020
38.07%
Average
31.87%
Median
Nov 2016