Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2021 35.22%
September 30, 2021 35.22%
August 31, 2021 35.22%
July 31, 2021 35.22%
June 30, 2021 35.22%
May 31, 2021 35.22%
April 30, 2021 35.22%
March 31, 2021 35.22%
February 28, 2021 35.22%
January 31, 2021 35.22%
December 31, 2020 35.22%
November 30, 2020 35.22%
October 31, 2020 35.22%
September 30, 2020 35.22%
August 31, 2020 35.22%
July 31, 2020 35.22%
June 30, 2020 35.22%
May 31, 2020 35.22%
April 30, 2020 35.22%
March 31, 2020 35.22%
February 29, 2020 20.13%
January 31, 2020 20.13%
December 31, 2019 20.13%
November 30, 2019 20.13%
October 31, 2019 20.13%
Date Value
September 30, 2019 20.13%
August 31, 2019 20.13%
July 31, 2019 20.13%
June 30, 2019 20.13%
May 31, 2019 20.13%
April 30, 2019 20.13%
March 31, 2019 20.13%
February 28, 2019 20.13%
January 31, 2019 20.13%
December 31, 2018 20.13%
November 30, 2018 15.16%
October 31, 2018 15.16%
September 30, 2018 15.16%
August 31, 2018 15.16%
July 31, 2018 15.16%
June 30, 2018 15.16%
May 31, 2018 15.16%
April 30, 2018 15.16%
March 31, 2018 15.16%
February 28, 2018 15.16%
January 31, 2018 15.16%
December 31, 2017 15.16%
November 30, 2017 15.16%
October 31, 2017 15.16%
September 30, 2017 15.16%

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

15.16%
Minimum
Nov 2016
35.22%
Maximum
Mar 2020
23.09%
Average
20.13%
Median
Dec 2018