Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
August 31, 2021 39.39%
July 31, 2021 39.39%
June 30, 2021 39.39%
May 31, 2021 39.39%
April 30, 2021 39.39%
March 31, 2021 39.39%
February 28, 2021 39.39%
January 31, 2021 39.39%
December 31, 2020 39.39%
November 30, 2020 39.39%
October 31, 2020 39.39%
September 30, 2020 39.39%
August 31, 2020 39.39%
July 31, 2020 39.39%
June 30, 2020 39.39%
May 31, 2020 39.39%
April 30, 2020 39.39%
March 31, 2020 39.39%
February 29, 2020 29.47%
January 31, 2020 29.47%
December 31, 2019 29.47%
November 30, 2019 29.47%
October 31, 2019 29.47%
September 30, 2019 29.47%
August 31, 2019 29.47%
Date Value
July 31, 2019 29.47%
June 30, 2019 29.47%
May 31, 2019 29.47%
April 30, 2019 29.47%
March 31, 2019 29.47%
February 28, 2019 29.47%
January 31, 2019 29.47%
December 31, 2018 29.47%
November 30, 2018 29.30%
October 31, 2018 29.30%
September 30, 2018 29.30%
August 31, 2018 29.30%
July 31, 2018 29.30%
June 30, 2018 29.30%
May 31, 2018 29.30%
April 30, 2018 29.30%
March 31, 2018 29.30%
February 28, 2018 29.30%
January 31, 2018 29.30%
December 31, 2017 29.30%
November 30, 2017 29.30%
October 31, 2017 29.30%
September 30, 2017 29.30%
August 31, 2017 29.30%
July 31, 2017 29.30%

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

29.30%
Minimum
Sep 2016
39.39%
Maximum
Mar 2020
32.37%
Average
29.47%
Median
Dec 2018