Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2021 48.02%
September 30, 2021 48.02%
August 31, 2021 48.02%
July 31, 2021 48.02%
June 30, 2021 48.02%
May 31, 2021 48.02%
April 30, 2021 48.02%
March 31, 2021 48.02%
February 28, 2021 48.02%
January 31, 2021 48.02%
December 31, 2020 48.02%
November 30, 2020 48.02%
October 31, 2020 48.02%
September 30, 2020 48.02%
August 31, 2020 48.02%
July 31, 2020 48.02%
June 30, 2020 48.02%
May 31, 2020 48.02%
April 30, 2020 48.02%
March 31, 2020 48.02%
February 29, 2020 20.26%
January 31, 2020 20.26%
December 31, 2019 20.26%
November 30, 2019 20.26%
October 31, 2019 20.26%
Date Value
September 30, 2019 20.26%
August 31, 2019 20.26%
July 31, 2019 20.26%
June 30, 2019 20.26%
May 31, 2019 20.26%
April 30, 2019 20.26%
March 31, 2019 20.26%
February 28, 2019 20.26%
January 31, 2019 20.26%
December 31, 2018 20.26%
November 30, 2018 15.29%
October 31, 2018 15.29%
September 30, 2018 15.29%
August 31, 2018 15.29%
July 31, 2018 15.29%
June 30, 2018 15.29%
May 31, 2018 15.29%
April 30, 2018 15.29%
March 31, 2018 15.29%
February 28, 2018 15.29%
January 31, 2018 15.29%
December 31, 2017 15.29%
November 30, 2017 15.29%
October 31, 2017 15.29%
September 30, 2017 15.29%

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

15.29%
Minimum
Nov 2016
48.02%
Maximum
Mar 2020
27.44%
Average
20.26%
Median
Dec 2018