Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2021 30.61%
August 31, 2021 30.61%
July 31, 2021 30.61%
June 30, 2021 30.61%
May 31, 2021 30.61%
April 30, 2021 30.61%
March 31, 2021 30.61%
February 28, 2021 30.61%
January 31, 2021 30.61%
December 31, 2020 30.61%
November 30, 2020 30.61%
October 31, 2020 30.61%
September 30, 2020 30.61%
August 31, 2020 30.61%
July 31, 2020 30.61%
June 30, 2020 30.61%
May 31, 2020 30.61%
April 30, 2020 30.61%
March 31, 2020 30.61%
February 29, 2020 29.42%
January 31, 2020 29.42%
December 31, 2019 29.42%
November 30, 2019 29.42%
October 31, 2019 29.42%
September 30, 2019 29.42%
Date Value
August 31, 2019 29.42%
July 31, 2019 29.42%
June 30, 2019 29.42%
May 31, 2019 29.42%
April 30, 2019 29.42%
March 31, 2019 29.42%
February 28, 2019 29.42%
January 31, 2019 29.42%
December 31, 2018 29.42%
November 30, 2018 29.42%
October 31, 2018 29.42%
September 30, 2018 29.42%
August 31, 2018 29.42%
July 31, 2018 29.42%
June 30, 2018 29.42%
May 31, 2018 29.42%
April 30, 2018 29.42%
March 31, 2018 29.42%
February 28, 2018 29.42%
January 31, 2018 29.42%
December 31, 2017 29.42%
November 30, 2017 29.42%
October 31, 2017 29.42%
September 30, 2017 29.42%
August 31, 2017 29.42%

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

29.42%
Minimum
Oct 2016
30.61%
Maximum
Mar 2020
29.80%
Average
29.42%
Median
Oct 2016