Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2021 33.10%
September 30, 2021 33.10%
August 31, 2021 33.10%
July 31, 2021 33.10%
June 30, 2021 33.10%
May 31, 2021 33.10%
April 30, 2021 33.10%
March 31, 2021 33.10%
February 28, 2021 33.10%
January 31, 2021 33.10%
December 31, 2020 33.10%
November 30, 2020 33.10%
October 31, 2020 33.10%
September 30, 2020 33.10%
August 31, 2020 33.10%
July 31, 2020 33.10%
June 30, 2020 33.10%
May 31, 2020 33.10%
April 30, 2020 33.10%
March 31, 2020 33.10%
February 29, 2020 12.69%
January 31, 2020 12.69%
December 31, 2019 12.69%
November 30, 2019 12.69%
October 31, 2019 12.69%
Date Value
September 30, 2019 12.69%
August 31, 2019 12.69%
July 31, 2019 12.69%
June 30, 2019 12.69%
May 31, 2019 12.69%
April 30, 2019 12.69%
March 31, 2019 12.69%
February 28, 2019 12.69%
January 31, 2019 12.69%
December 31, 2018 12.69%
November 30, 2018 9.50%
October 31, 2018 9.50%
September 30, 2018 9.50%
August 31, 2018 9.50%
July 31, 2018 9.50%
June 30, 2018 9.50%
May 31, 2018 9.50%
April 30, 2018 9.50%
March 31, 2018 9.50%
February 28, 2018 9.50%
January 31, 2018 9.50%
December 31, 2017 9.50%
November 30, 2017 9.50%
October 31, 2017 9.50%
September 30, 2017 9.50%

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

9.50%
Minimum
Nov 2016
33.10%
Maximum
Mar 2020
18.16%
Average
12.69%
Median
Dec 2018