Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
November 30, 2021 28.40%
October 31, 2021 28.40%
September 30, 2021 28.40%
August 31, 2021 28.40%
July 31, 2021 28.40%
June 30, 2021 28.40%
May 31, 2021 28.40%
April 30, 2021 28.40%
March 31, 2021 28.40%
February 28, 2021 28.40%
January 31, 2021 28.40%
December 31, 2020 28.40%
November 30, 2020 28.40%
October 31, 2020 28.40%
September 30, 2020 28.40%
August 31, 2020 28.40%
July 31, 2020 28.40%
June 30, 2020 28.40%
May 31, 2020 28.40%
April 30, 2020 28.40%
March 31, 2020 28.40%
February 29, 2020 19.30%
January 31, 2020 19.30%
December 31, 2019 19.30%
November 30, 2019 19.30%
Date Value
October 31, 2019 19.30%
September 30, 2019 19.30%
August 31, 2019 19.30%
July 31, 2019 19.30%
June 30, 2019 19.30%
May 31, 2019 19.30%
April 30, 2019 19.30%
March 31, 2019 19.30%
February 28, 2019 19.30%
January 31, 2019 19.30%
December 31, 2018 19.30%
November 30, 2018 19.30%
October 31, 2018 19.30%
September 30, 2018 19.30%
August 31, 2018 19.30%
July 31, 2018 19.30%
June 30, 2018 19.30%
May 31, 2018 19.30%
April 30, 2018 19.30%
March 31, 2018 19.30%
February 28, 2018 19.30%
January 31, 2018 19.30%
December 31, 2017 19.30%
November 30, 2017 19.30%
October 31, 2017 19.30%

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

19.30%
Minimum
Dec 2016
28.40%
Maximum
Mar 2020
22.49%
Average
19.30%
Median
Dec 2016