Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
November 30, 2021 31.55%
October 31, 2021 31.55%
September 30, 2021 31.55%
August 31, 2021 31.55%
July 31, 2021 31.55%
June 30, 2021 31.55%
May 31, 2021 31.55%
April 30, 2021 31.55%
March 31, 2021 31.55%
February 28, 2021 31.55%
January 31, 2021 31.55%
December 31, 2020 31.55%
November 30, 2020 31.55%
October 31, 2020 31.55%
September 30, 2020 31.55%
August 31, 2020 31.55%
July 31, 2020 31.55%
June 30, 2020 31.55%
May 31, 2020 31.55%
April 30, 2020 31.55%
March 31, 2020 31.55%
February 29, 2020 21.90%
January 31, 2020 21.90%
December 31, 2019 21.90%
November 30, 2019 21.90%
Date Value
October 31, 2019 21.90%
September 30, 2019 21.90%
August 31, 2019 21.90%
July 31, 2019 21.90%
June 30, 2019 21.90%
May 31, 2019 21.90%
April 30, 2019 21.90%
March 31, 2019 21.90%
February 28, 2019 21.90%
January 31, 2019 21.90%
December 31, 2018 21.90%
November 30, 2018 13.84%
October 31, 2018 13.84%
September 30, 2018 13.84%
August 31, 2018 13.84%
July 31, 2018 13.84%
June 30, 2018 13.84%
May 31, 2018 13.84%
April 30, 2018 13.84%
March 31, 2018 13.84%
February 28, 2018 13.84%
January 31, 2018 13.84%
December 31, 2017 13.84%
November 30, 2017 13.84%
October 31, 2017 13.84%

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

13.84%
Minimum
Dec 2016
31.55%
Maximum
Mar 2020
22.05%
Average
21.90%
Median
Dec 2018