Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2021 27.32%
September 30, 2021 27.32%
August 31, 2021 27.32%
July 31, 2021 27.32%
June 30, 2021 27.32%
May 31, 2021 27.32%
April 30, 2021 27.32%
March 31, 2021 27.32%
February 28, 2021 24.33%
January 31, 2021 24.19%
December 31, 2020 24.19%
November 30, 2020 24.19%
October 31, 2020 24.19%
September 30, 2020 24.19%
August 31, 2020 24.19%
July 31, 2020 24.19%
June 30, 2020 24.19%
May 31, 2020 24.19%
April 30, 2020 24.19%
March 31, 2020 24.19%
February 29, 2020 24.19%
January 31, 2020 24.19%
December 31, 2019 24.19%
November 30, 2019 24.19%
October 31, 2019 24.19%
Date Value
September 30, 2019 24.19%
August 31, 2019 24.19%
July 31, 2019 24.19%
June 30, 2019 24.19%
May 31, 2019 24.19%
April 30, 2019 24.19%
March 31, 2019 24.19%
February 28, 2019 24.19%
January 31, 2019 24.19%
December 31, 2018 24.19%
November 30, 2018 24.19%
October 31, 2018 28.28%
September 30, 2018 28.70%
August 31, 2018 28.89%
July 31, 2018 28.89%
June 30, 2018 28.89%
May 31, 2018 29.70%
April 30, 2018 29.70%
March 31, 2018 29.70%
February 28, 2018 29.70%
January 31, 2018 29.70%
December 31, 2017 29.70%
November 30, 2017 29.70%
October 31, 2017 29.70%
September 30, 2017 29.70%

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

24.19%
Minimum
Nov 2018
29.70%
Maximum
Nov 2016
26.73%
Average
27.32%
Median
Mar 2021