Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2021 36.66%
August 31, 2021 36.66%
July 31, 2021 36.66%
June 30, 2021 36.66%
May 31, 2021 36.66%
April 30, 2021 36.66%
March 31, 2021 36.66%
February 28, 2021 36.66%
January 31, 2021 36.66%
December 31, 2020 36.66%
November 30, 2020 36.66%
October 31, 2020 36.66%
September 30, 2020 36.66%
August 31, 2020 36.66%
July 31, 2020 36.66%
June 30, 2020 36.66%
May 31, 2020 36.66%
April 30, 2020 36.66%
March 31, 2020 36.66%
February 29, 2020 14.22%
January 31, 2020 14.22%
December 31, 2019 14.22%
November 30, 2019 14.22%
October 31, 2019 14.22%
September 30, 2019 14.22%
Date Value
August 31, 2019 14.22%
July 31, 2019 14.22%
June 30, 2019 14.22%
May 31, 2019 14.22%
April 30, 2019 14.22%
March 31, 2019 14.22%
February 28, 2019 14.22%
January 31, 2019 14.22%
December 31, 2018 14.22%
November 30, 2018 10.85%
October 31, 2018 10.85%
September 30, 2018 10.85%
August 31, 2018 10.85%
July 31, 2018 10.85%
June 30, 2018 10.85%
May 31, 2018 10.85%
April 30, 2018 10.85%
March 31, 2018 10.85%
February 28, 2018 10.85%
January 31, 2018 10.85%
December 31, 2017 10.85%
November 30, 2017 10.85%
October 31, 2017 10.85%
September 30, 2017 10.85%
August 31, 2017 10.85%

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

10.85%
Minimum
Oct 2016
36.66%
Maximum
Mar 2020
19.87%
Average
14.22%
Median
Dec 2018