Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2021 44.30%
September 30, 2021 44.30%
August 31, 2021 44.30%
July 31, 2021 44.30%
June 30, 2021 44.30%
May 31, 2021 44.30%
April 30, 2021 44.30%
March 31, 2021 44.30%
February 28, 2021 44.30%
January 31, 2021 44.30%
December 31, 2020 44.30%
November 30, 2020 44.30%
October 31, 2020 44.30%
September 30, 2020 44.30%
August 31, 2020 44.30%
July 31, 2020 44.30%
June 30, 2020 44.30%
May 31, 2020 44.30%
April 30, 2020 44.30%
March 31, 2020 44.30%
February 29, 2020 17.87%
January 31, 2020 17.87%
December 31, 2019 17.87%
November 30, 2019 17.87%
October 31, 2019 17.87%
Date Value
September 30, 2019 17.87%
August 31, 2019 17.87%
July 31, 2019 17.87%
June 30, 2019 17.87%
May 31, 2019 17.87%
April 30, 2019 17.87%
March 31, 2019 17.87%
February 28, 2019 17.87%
January 31, 2019 17.87%
December 31, 2018 17.87%
November 30, 2018 15.21%
October 31, 2018 15.21%
September 30, 2018 15.21%
August 31, 2018 15.21%
July 31, 2018 15.21%
June 30, 2018 15.21%
May 31, 2018 15.21%
April 30, 2018 15.21%
March 31, 2018 15.21%
February 28, 2018 15.21%
January 31, 2018 15.21%
December 31, 2017 15.21%
November 30, 2017 15.21%
October 31, 2017 15.21%
September 30, 2017 15.21%

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

15.21%
Minimum
Aug 2017
44.30%
Maximum
Mar 2020
27.27%
Average
17.87%
Median
Dec 2018