Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
June 30, 2021 36.57%
May 31, 2021 36.57%
April 30, 2021 36.57%
March 31, 2021 36.57%
February 28, 2021 36.57%
January 31, 2021 36.57%
December 31, 2020 36.57%
November 30, 2020 36.57%
October 31, 2020 36.57%
September 30, 2020 36.57%
August 31, 2020 36.57%
July 31, 2020 36.57%
June 30, 2020 36.57%
May 31, 2020 36.57%
April 30, 2020 36.57%
March 31, 2020 36.57%
February 29, 2020 23.02%
January 31, 2020 23.02%
December 31, 2019 23.02%
November 30, 2019 23.02%
October 31, 2019 23.02%
September 30, 2019 23.02%
August 31, 2019 23.02%
July 31, 2019 23.02%
June 30, 2019 23.02%
Date Value
May 31, 2019 23.02%
April 30, 2019 23.02%
March 31, 2019 23.02%
February 28, 2019 23.02%
January 31, 2019 23.02%
December 31, 2018 23.02%
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%
September 30, 2017 19.30%
August 31, 2017 19.30%
July 31, 2017 19.30%
June 30, 2017 19.30%
May 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
Aug 2016
36.57%
Maximum
Mar 2020
24.89%
Average
23.02%
Median
Dec 2018