Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2021 33.31%
August 31, 2021 33.31%
July 31, 2021 33.31%
June 30, 2021 33.31%
May 31, 2021 33.31%
April 30, 2021 33.31%
March 31, 2021 33.31%
February 28, 2021 33.31%
January 31, 2021 33.31%
December 31, 2020 33.31%
November 30, 2020 33.31%
October 31, 2020 33.31%
September 30, 2020 33.31%
August 31, 2020 33.31%
July 31, 2020 33.31%
June 30, 2020 33.31%
May 31, 2020 33.31%
April 30, 2020 33.31%
March 31, 2020 33.31%
February 29, 2020 20.49%
January 31, 2020 20.49%
December 31, 2019 20.49%
November 30, 2019 20.49%
October 31, 2019 20.49%
September 30, 2019 20.49%
Date Value
August 31, 2019 20.49%
July 31, 2019 20.49%
June 30, 2019 20.49%
May 31, 2019 20.49%
April 30, 2019 20.49%
March 31, 2019 20.49%
February 28, 2019 20.49%
January 31, 2019 20.49%
December 31, 2018 20.49%
November 30, 2018 15.00%
October 31, 2018 15.00%
September 30, 2018 15.00%
August 31, 2018 15.00%
July 31, 2018 15.00%
June 30, 2018 15.00%
May 31, 2018 15.00%
April 30, 2018 15.00%
March 31, 2018 15.00%
February 28, 2018 15.00%
January 31, 2018 15.00%
December 31, 2017 15.00%
November 30, 2017 15.00%
October 31, 2017 15.00%
September 30, 2017 15.00%
August 31, 2017 15.00%

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

15.00%
Minimum
Oct 2016
33.31%
Maximum
Mar 2020
22.17%
Average
20.49%
Median
Dec 2018