Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2021 42.88%
September 30, 2021 42.88%
August 31, 2021 42.88%
July 31, 2021 42.88%
June 30, 2021 42.88%
May 31, 2021 42.88%
April 30, 2021 42.88%
March 31, 2021 42.88%
February 28, 2021 42.88%
January 31, 2021 42.88%
December 31, 2020 42.88%
November 30, 2020 42.88%
October 31, 2020 42.88%
September 30, 2020 42.88%
August 31, 2020 42.88%
July 31, 2020 42.88%
June 30, 2020 42.88%
May 31, 2020 42.88%
April 30, 2020 42.88%
March 31, 2020 42.88%
February 29, 2020 26.42%
January 31, 2020 26.42%
December 31, 2019 26.42%
November 30, 2019 26.42%
October 31, 2019 26.42%
Date Value
September 30, 2019 26.42%
August 31, 2019 26.42%
July 31, 2019 26.42%
June 30, 2019 26.42%
May 31, 2019 26.42%
April 30, 2019 26.42%
March 31, 2019 26.42%
February 28, 2019 26.42%
January 31, 2019 26.42%
December 31, 2018 26.42%
November 30, 2018 25.40%
October 31, 2018 25.40%
September 30, 2018 25.40%
August 31, 2018 25.40%
July 31, 2018 25.40%
June 30, 2018 25.40%
May 31, 2018 25.40%
April 30, 2018 25.40%
March 31, 2018 25.40%
February 28, 2018 25.40%
January 31, 2018 25.40%
December 31, 2017 25.40%
November 30, 2017 25.40%
October 31, 2017 25.40%
September 30, 2017 25.40%

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

25.40%
Minimum
Nov 2016
42.88%
Maximum
Mar 2020
31.48%
Average
26.42%
Median
Dec 2018