Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2021 43.92%
September 30, 2021 43.92%
August 31, 2021 43.92%
July 31, 2021 43.92%
June 30, 2021 43.92%
May 31, 2021 43.92%
April 30, 2021 43.92%
March 31, 2021 43.92%
February 28, 2021 43.92%
January 31, 2021 43.92%
December 31, 2020 43.92%
November 30, 2020 43.92%
October 31, 2020 43.92%
September 30, 2020 43.92%
August 31, 2020 43.92%
July 31, 2020 43.92%
June 30, 2020 43.92%
May 31, 2020 43.92%
April 30, 2020 43.92%
March 31, 2020 43.92%
February 29, 2020 25.03%
January 31, 2020 25.03%
December 31, 2019 25.03%
November 30, 2019 25.03%
October 31, 2019 25.03%
Date Value
September 30, 2019 25.03%
August 31, 2019 25.03%
July 31, 2019 25.03%
June 30, 2019 25.03%
May 31, 2019 25.03%
April 30, 2019 25.03%
March 31, 2019 25.03%
February 28, 2019 25.03%
January 31, 2019 25.03%
December 31, 2018 25.03%
November 30, 2018 20.42%
October 31, 2018 20.42%
September 30, 2018 20.42%
August 31, 2018 20.42%
July 31, 2018 20.42%
June 30, 2018 20.42%
May 31, 2018 20.42%
April 30, 2018 20.42%
March 31, 2018 20.42%
February 28, 2018 20.42%
January 31, 2018 20.42%
December 31, 2017 20.42%
November 30, 2017 20.42%
October 31, 2017 20.42%
September 30, 2017 20.42%

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

20.42%
Minimum
Nov 2016
43.92%
Maximum
Mar 2020
29.41%
Average
25.03%
Median
Dec 2018