Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
November 30, 2021 40.19%
October 31, 2021 40.19%
September 30, 2021 40.19%
August 31, 2021 40.19%
July 31, 2021 40.19%
June 30, 2021 40.19%
May 31, 2021 40.19%
April 30, 2021 40.19%
March 31, 2021 40.19%
February 28, 2021 40.19%
January 31, 2021 40.19%
December 31, 2020 40.19%
November 30, 2020 40.19%
October 31, 2020 40.19%
September 30, 2020 40.19%
August 31, 2020 40.19%
July 31, 2020 40.19%
June 30, 2020 40.19%
May 31, 2020 40.19%
April 30, 2020 40.19%
March 31, 2020 40.19%
February 29, 2020 27.56%
January 31, 2020 27.56%
December 31, 2019 27.56%
November 30, 2019 27.56%
Date Value
October 31, 2019 27.56%
September 30, 2019 27.56%
August 31, 2019 27.56%
July 31, 2019 27.56%
June 30, 2019 27.56%
May 31, 2019 27.56%
April 30, 2019 27.56%
March 31, 2019 27.56%
February 28, 2019 27.56%
January 31, 2019 27.56%
December 31, 2018 27.56%
November 30, 2018 27.56%
October 31, 2018 27.56%
September 30, 2018 27.56%
August 31, 2018 27.56%
July 31, 2018 27.56%
June 30, 2018 27.56%
May 31, 2018 27.56%
April 30, 2018 27.56%
March 31, 2018 27.56%
February 28, 2018 27.56%
January 31, 2018 27.56%
December 31, 2017 27.56%
November 30, 2017 27.56%
October 31, 2017 27.56%

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

27.56%
Minimum
Dec 2016
40.19%
Maximum
Mar 2020
31.98%
Average
27.56%
Median
Dec 2016