Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2021 35.51%
September 30, 2021 35.51%
August 31, 2021 35.51%
July 31, 2021 35.51%
June 30, 2021 35.51%
May 31, 2021 35.51%
April 30, 2021 35.51%
March 31, 2021 35.51%
February 28, 2021 35.51%
January 31, 2021 35.51%
December 31, 2020 35.51%
November 30, 2020 35.51%
October 31, 2020 35.51%
September 30, 2020 35.51%
August 31, 2020 35.51%
July 31, 2020 35.51%
June 30, 2020 35.51%
May 31, 2020 35.51%
April 30, 2020 35.51%
March 31, 2020 35.51%
February 29, 2020 21.19%
January 31, 2020 21.19%
December 31, 2019 21.19%
November 30, 2019 21.19%
October 31, 2019 21.19%
Date Value
September 30, 2019 21.19%
August 31, 2019 21.19%
July 31, 2019 21.19%
June 30, 2019 21.19%
May 31, 2019 21.19%
April 30, 2019 21.19%
March 31, 2019 21.19%
February 28, 2019 21.19%
January 31, 2019 21.19%
December 31, 2018 21.19%
November 30, 2018 17.36%
October 31, 2018 17.36%
September 30, 2018 17.36%
August 31, 2018 17.36%
July 31, 2018 17.36%
June 30, 2018 17.36%
May 31, 2018 17.36%
April 30, 2018 17.36%
March 31, 2018 17.36%
February 28, 2018 17.36%
January 31, 2018 17.36%
December 31, 2017 17.36%
November 30, 2017 17.36%
October 31, 2017 17.36%
September 30, 2017 17.36%

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

17.36%
Minimum
Nov 2016
35.51%
Maximum
Mar 2020
24.37%
Average
21.19%
Median
Dec 2018