Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2021 43.16%
August 31, 2021 43.16%
July 31, 2021 43.16%
June 30, 2021 43.16%
May 31, 2021 43.16%
April 30, 2021 43.16%
March 31, 2021 43.16%
February 28, 2021 43.16%
January 31, 2021 43.16%
December 31, 2020 43.16%
November 30, 2020 43.16%
October 31, 2020 43.16%
September 30, 2020 43.16%
August 31, 2020 43.16%
July 31, 2020 43.16%
June 30, 2020 43.16%
May 31, 2020 43.16%
April 30, 2020 43.16%
March 31, 2020 43.16%
February 29, 2020 29.60%
January 31, 2020 29.60%
December 31, 2019 29.60%
November 30, 2019 29.60%
October 31, 2019 29.60%
September 30, 2019 29.60%
Date Value
August 31, 2019 29.60%
July 31, 2019 29.60%
June 30, 2019 29.60%
May 31, 2019 29.60%
April 30, 2019 29.60%
March 31, 2019 29.60%
February 28, 2019 29.60%
January 31, 2019 29.60%
December 31, 2018 29.60%
November 30, 2018 29.60%
October 31, 2018 29.60%
September 30, 2018 29.60%
August 31, 2018 29.60%
July 31, 2018 29.60%
June 30, 2018 29.60%
May 31, 2018 29.60%
April 30, 2018 29.60%
March 31, 2018 29.60%
February 28, 2018 29.60%
January 31, 2018 29.60%
December 31, 2017 29.60%
November 30, 2017 29.60%
October 31, 2017 29.60%
September 30, 2017 29.60%
August 31, 2017 29.60%

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

29.60%
Minimum
Jul 2017
43.16%
Maximum
Mar 2020
35.42%
Average
29.60%
Median
Jul 2017