Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2021 33.25%
August 31, 2021 33.25%
July 31, 2021 33.25%
June 30, 2021 33.25%
May 31, 2021 33.25%
April 30, 2021 33.25%
March 31, 2021 33.25%
February 28, 2021 33.25%
January 31, 2021 33.25%
December 31, 2020 33.25%
November 30, 2020 33.25%
October 31, 2020 33.25%
September 30, 2020 33.25%
August 31, 2020 33.25%
July 31, 2020 33.25%
June 30, 2020 33.25%
May 31, 2020 33.25%
April 30, 2020 33.25%
March 31, 2020 33.25%
February 29, 2020 19.23%
January 31, 2020 19.23%
December 31, 2019 19.23%
November 30, 2019 19.23%
October 31, 2019 19.23%
September 30, 2019 19.23%
Date Value
August 31, 2019 19.23%
July 31, 2019 19.23%
June 30, 2019 19.23%
May 31, 2019 19.23%
April 30, 2019 19.23%
March 31, 2019 19.23%
February 28, 2019 19.23%
January 31, 2019 19.23%
December 31, 2018 19.23%
November 30, 2018 14.16%
October 31, 2018 14.16%
September 30, 2018 14.16%
August 31, 2018 14.16%
July 31, 2018 14.16%
June 30, 2018 14.16%
May 31, 2018 14.16%
April 30, 2018 14.16%
March 31, 2018 14.16%
February 28, 2018 14.16%
January 31, 2018 14.16%
December 31, 2017 14.16%
November 30, 2017 14.16%
October 31, 2017 14.16%
September 30, 2017 14.16%
August 31, 2017 14.16%

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

14.16%
Minimum
Nov 2016
33.25%
Maximum
Mar 2020
21.48%
Average
19.23%
Median
Dec 2018