Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 34.99%
November 30, 2021 34.99%
October 31, 2021 34.99%
September 30, 2021 34.99%
August 31, 2021 34.99%
July 31, 2021 34.99%
June 30, 2021 34.99%
May 31, 2021 34.99%
April 30, 2021 34.99%
March 31, 2021 34.99%
February 28, 2021 34.99%
January 31, 2021 34.99%
December 31, 2020 34.99%
November 30, 2020 34.99%
October 31, 2020 34.99%
September 30, 2020 34.99%
August 31, 2020 34.99%
July 31, 2020 34.99%
June 30, 2020 34.99%
May 31, 2020 34.99%
April 30, 2020 34.99%
March 31, 2020 34.99%
February 29, 2020 31.32%
January 31, 2020 31.32%
December 31, 2019 31.32%
Date Value
November 30, 2019 31.32%
October 31, 2019 31.32%
September 30, 2019 31.32%
August 31, 2019 31.32%
July 31, 2019 31.32%
June 30, 2019 31.32%
May 31, 2019 31.32%
April 30, 2019 31.32%
March 31, 2019 31.32%
February 28, 2019 31.32%
January 31, 2019 31.32%
December 31, 2018 31.32%
November 30, 2018 30.71%
October 31, 2018 30.71%
September 30, 2018 30.71%
August 31, 2018 30.71%
July 31, 2018 30.71%
June 30, 2018 30.71%
May 31, 2018 30.71%
April 30, 2018 30.71%
March 31, 2018 30.71%
February 28, 2018 30.71%
January 31, 2018 30.71%
December 31, 2017 30.71%
November 30, 2017 30.71%

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

30.71%
Minimum
Jan 2017
34.99%
Maximum
Mar 2020
32.43%
Average
31.32%
Median
Dec 2018