Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 33.90%
November 30, 2021 33.90%
October 31, 2021 33.90%
September 30, 2021 33.90%
August 31, 2021 33.90%
July 31, 2021 33.90%
June 30, 2021 33.90%
May 31, 2021 33.90%
April 30, 2021 33.90%
March 31, 2021 33.90%
February 28, 2021 33.90%
January 31, 2021 33.90%
December 31, 2020 33.90%
November 30, 2020 33.90%
October 31, 2020 33.90%
September 30, 2020 33.90%
August 31, 2020 33.90%
July 31, 2020 33.90%
June 30, 2020 33.90%
May 31, 2020 33.90%
April 30, 2020 33.90%
March 31, 2020 33.90%
February 29, 2020 19.37%
January 31, 2020 19.37%
December 31, 2019 19.37%
Date Value
November 30, 2019 19.37%
October 31, 2019 19.37%
September 30, 2019 19.37%
August 31, 2019 19.37%
July 31, 2019 19.37%
June 30, 2019 19.37%
May 31, 2019 19.37%
April 30, 2019 19.37%
March 31, 2019 19.37%
February 28, 2019 19.37%
January 31, 2019 19.37%
December 31, 2018 19.37%
November 30, 2018 12.99%
October 31, 2018 12.99%
September 30, 2018 12.99%
August 31, 2018 12.99%
July 31, 2018 12.99%
June 30, 2018 12.99%
May 31, 2018 12.99%
April 30, 2018 12.99%
March 31, 2018 12.99%
February 28, 2018 12.99%
January 31, 2018 12.99%
December 31, 2017 12.99%
November 30, 2017 12.99%

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

12.99%
Minimum
Jan 2017
33.90%
Maximum
Mar 2020
22.25%
Average
19.37%
Median
Dec 2018