Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2021 47.55%
August 31, 2021 47.55%
July 31, 2021 47.55%
June 30, 2021 47.55%
May 31, 2021 47.55%
April 30, 2021 47.55%
March 31, 2021 47.55%
February 28, 2021 47.55%
January 31, 2021 47.55%
December 31, 2020 47.55%
November 30, 2020 47.55%
October 31, 2020 47.55%
September 30, 2020 47.55%
August 31, 2020 47.55%
July 31, 2020 47.55%
June 30, 2020 47.55%
May 31, 2020 47.55%
April 30, 2020 47.55%
March 31, 2020 47.55%
February 29, 2020 22.88%
January 31, 2020 22.88%
December 31, 2019 22.88%
November 30, 2019 22.88%
October 31, 2019 22.88%
September 30, 2019 22.88%
Date Value
August 31, 2019 22.88%
July 31, 2019 22.88%
June 30, 2019 22.88%
May 31, 2019 22.88%
April 30, 2019 22.88%
March 31, 2019 22.88%
February 28, 2019 22.88%
January 31, 2019 22.88%
December 31, 2018 22.88%
November 30, 2018 15.61%
October 31, 2018 15.61%
September 30, 2018 15.61%
August 31, 2018 15.61%
July 31, 2018 15.61%
June 30, 2018 15.61%
May 31, 2018 15.61%
April 30, 2018 15.61%
March 31, 2018 15.61%
February 28, 2018 15.61%
January 31, 2018 15.61%
December 31, 2017 15.61%
November 30, 2017 15.61%
October 31, 2017 15.61%
September 30, 2017 15.61%
August 31, 2017 15.61%

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

15.61%
Minimum
Oct 2016
47.55%
Maximum
Mar 2020
27.54%
Average
22.88%
Median
Dec 2018