Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2021 32.21%
August 31, 2021 32.21%
July 31, 2021 32.21%
June 30, 2021 32.21%
May 31, 2021 32.21%
April 30, 2021 32.21%
March 31, 2021 32.21%
February 28, 2021 32.21%
January 31, 2021 32.21%
December 31, 2020 32.21%
November 30, 2020 32.21%
October 31, 2020 32.21%
September 30, 2020 32.21%
August 31, 2020 32.21%
July 31, 2020 32.21%
June 30, 2020 32.21%
May 31, 2020 32.21%
April 30, 2020 32.21%
March 31, 2020 32.21%
February 29, 2020 28.18%
January 31, 2020 28.18%
December 31, 2019 28.18%
November 30, 2019 28.18%
October 31, 2019 28.18%
September 30, 2019 28.18%
Date Value
August 31, 2019 28.18%
July 31, 2019 28.18%
June 30, 2019 28.18%
May 31, 2019 28.18%
April 30, 2019 28.18%
March 31, 2019 28.18%
February 28, 2019 28.18%
January 31, 2019 28.18%
December 31, 2018 28.18%
November 30, 2018 28.18%
October 31, 2018 28.18%
September 30, 2018 28.18%
August 31, 2018 28.18%
July 31, 2018 28.18%
June 30, 2018 28.18%
May 31, 2018 28.18%
April 30, 2018 28.18%
March 31, 2018 28.18%
February 28, 2018 28.18%
January 31, 2018 28.18%
December 31, 2017 28.18%
November 30, 2017 28.18%
October 31, 2017 28.18%
September 30, 2017 28.18%
August 31, 2017 28.18%

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

27.39%
Minimum
Oct 2016
32.21%
Maximum
Mar 2020
29.44%
Average
28.18%
Median
Nov 2016