Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2021 43.01%
August 31, 2021 43.01%
July 31, 2021 43.01%
June 30, 2021 43.01%
May 31, 2021 43.01%
April 30, 2021 43.01%
March 31, 2021 43.01%
February 28, 2021 43.01%
January 31, 2021 43.01%
December 31, 2020 43.01%
November 30, 2020 43.01%
October 31, 2020 43.01%
September 30, 2020 43.01%
August 31, 2020 43.01%
July 31, 2020 43.01%
June 30, 2020 43.01%
May 31, 2020 43.01%
April 30, 2020 43.01%
March 31, 2020 43.01%
February 29, 2020 41.52%
January 31, 2020 41.52%
December 31, 2019 41.52%
November 30, 2019 41.52%
October 31, 2019 41.52%
September 30, 2019 41.52%
Date Value
August 31, 2019 41.52%
July 31, 2019 41.52%
June 30, 2019 41.52%
May 31, 2019 41.52%
April 30, 2019 41.52%
March 31, 2019 41.52%
February 28, 2019 41.52%
January 31, 2019 41.52%
December 31, 2018 41.52%
November 30, 2018 41.52%
October 31, 2018 41.52%
September 30, 2018 41.52%
August 31, 2018 41.52%
July 31, 2018 41.52%
June 30, 2018 41.52%
May 31, 2018 41.52%
April 30, 2018 44.31%
March 31, 2018 44.31%
February 28, 2018 44.40%
January 31, 2018 53.65%
December 31, 2017 55.66%
November 30, 2017 55.66%
October 31, 2017 55.66%
September 30, 2017 55.66%
August 31, 2017 57.13%

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

41.52%
Minimum
May 2018
68.12%
Maximum
Oct 2016
47.61%
Average
43.01%
Median
Mar 2020