Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
August 31, 2021 54.02%
July 31, 2021 54.02%
June 30, 2021 54.02%
May 31, 2021 54.02%
April 30, 2021 54.02%
March 31, 2021 54.02%
February 28, 2021 54.02%
January 31, 2021 54.02%
December 31, 2020 54.02%
November 30, 2020 54.02%
October 31, 2020 54.02%
September 30, 2020 54.02%
August 31, 2020 54.02%
July 31, 2020 54.02%
June 30, 2020 54.02%
May 31, 2020 54.02%
April 30, 2020 54.02%
March 31, 2020 54.02%
February 29, 2020 29.71%
January 31, 2020 29.71%
December 31, 2019 29.71%
November 30, 2019 29.71%
October 31, 2019 29.71%
September 30, 2019 29.71%
August 31, 2019 29.71%
Date Value
July 31, 2019 29.71%
June 30, 2019 29.71%
May 31, 2019 29.71%
April 30, 2019 29.71%
March 31, 2019 29.71%
February 28, 2019 29.71%
January 31, 2019 29.71%
December 31, 2018 29.71%
November 30, 2018 26.30%
October 31, 2018 26.30%
September 30, 2018 26.30%
August 31, 2018 26.30%
July 31, 2018 26.30%
June 30, 2018 26.30%
May 31, 2018 26.30%
April 30, 2018 26.30%
March 31, 2018 26.30%
February 28, 2018 26.30%
January 31, 2018 26.30%
December 31, 2017 26.30%
November 30, 2017 26.30%
October 31, 2017 26.30%
September 30, 2017 26.30%
August 31, 2017 26.30%
July 31, 2017 26.30%

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

26.30%
Minimum
Sep 2016
54.02%
Maximum
Mar 2020
35.47%
Average
29.71%
Median
Dec 2018