Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2021 25.09%
September 30, 2021 25.09%
August 31, 2021 25.09%
July 31, 2021 25.09%
June 30, 2021 25.09%
May 31, 2021 25.09%
April 30, 2021 25.09%
March 31, 2021 25.09%
February 28, 2021 25.09%
January 31, 2021 25.09%
December 31, 2020 25.09%
November 30, 2020 25.09%
October 31, 2020 25.09%
September 30, 2020 25.09%
August 31, 2020 25.09%
July 31, 2020 25.09%
June 30, 2020 25.09%
May 31, 2020 25.09%
April 30, 2020 25.09%
March 31, 2020 25.09%
February 29, 2020 15.80%
January 31, 2020 15.80%
December 31, 2019 15.80%
November 30, 2019 15.80%
October 31, 2019 15.80%
Date Value
September 30, 2019 15.80%
August 31, 2019 15.80%
July 31, 2019 15.80%
June 30, 2019 15.80%
May 31, 2019 15.80%
April 30, 2019 15.80%
March 31, 2019 15.80%
February 28, 2019 15.80%
January 31, 2019 15.80%
December 31, 2018 15.80%
November 30, 2018 15.80%
October 31, 2018 15.80%
September 30, 2018 15.80%
August 31, 2018 15.80%
July 31, 2018 15.80%
June 30, 2018 15.80%
May 31, 2018 15.80%
April 30, 2018 13.92%
March 31, 2018 12.73%
February 28, 2018 10.05%
January 31, 2018 10.05%
December 31, 2017 10.05%
November 30, 2017 10.05%
October 31, 2017 10.05%
September 30, 2017 10.05%

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

10.05%
Minimum
Nov 2016
25.09%
Maximum
Mar 2020
17.28%
Average
15.80%
Median
May 2018