Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
November 30, 2021 44.35%
October 31, 2021 44.35%
September 30, 2021 44.35%
August 31, 2021 44.35%
July 31, 2021 44.35%
June 30, 2021 44.35%
May 31, 2021 44.35%
April 30, 2021 44.35%
March 31, 2021 44.35%
February 28, 2021 44.35%
January 31, 2021 44.35%
December 31, 2020 44.35%
November 30, 2020 44.35%
October 31, 2020 44.35%
September 30, 2020 44.35%
August 31, 2020 44.35%
July 31, 2020 44.35%
June 30, 2020 44.35%
May 31, 2020 44.35%
April 30, 2020 44.35%
March 31, 2020 44.35%
February 29, 2020 27.30%
January 31, 2020 27.30%
December 31, 2019 27.30%
November 30, 2019 27.30%
Date Value
October 31, 2019 27.30%
September 30, 2019 27.30%
August 31, 2019 27.30%
July 31, 2019 27.30%
June 30, 2019 27.30%
May 31, 2019 27.30%
April 30, 2019 27.30%
March 31, 2019 27.30%
February 28, 2019 27.30%
January 31, 2019 27.30%
December 31, 2018 27.30%
November 30, 2018 20.00%
October 31, 2018 20.00%
September 30, 2018 20.00%
August 31, 2018 20.00%
July 31, 2018 20.00%
June 30, 2018 20.00%
May 31, 2018 20.00%
April 30, 2018 20.00%
March 31, 2018 20.00%
February 28, 2018 20.00%
January 31, 2018 20.00%
December 31, 2017 20.00%
November 30, 2017 20.00%
October 31, 2017 20.00%

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

20.00%
Minimum
Dec 2016
44.35%
Maximum
Mar 2020
30.35%
Average
27.30%
Median
Dec 2018