Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 24.51%
November 30, 2021 24.51%
October 31, 2021 24.51%
September 30, 2021 24.51%
August 31, 2021 24.51%
July 31, 2021 24.51%
June 30, 2021 24.51%
May 31, 2021 24.51%
April 30, 2021 24.51%
March 31, 2021 24.51%
February 28, 2021 24.51%
January 31, 2021 24.51%
December 31, 2020 24.51%
November 30, 2020 24.51%
October 31, 2020 24.51%
September 30, 2020 24.51%
August 31, 2020 24.51%
July 31, 2020 24.51%
June 30, 2020 24.51%
May 31, 2020 24.51%
April 30, 2020 24.51%
March 31, 2020 24.51%
February 29, 2020 15.16%
January 31, 2020 15.16%
December 31, 2019 15.16%
Date Value
November 30, 2019 15.16%
October 31, 2019 15.16%
September 30, 2019 15.16%
August 31, 2019 15.16%
July 31, 2019 15.16%
June 30, 2019 15.16%
May 31, 2019 15.16%
April 30, 2019 15.16%
March 31, 2019 15.16%
February 28, 2019 15.16%
January 31, 2019 15.16%
December 31, 2018 15.16%
November 30, 2018 11.27%
October 31, 2018 11.27%
September 30, 2018 11.27%
August 31, 2018 11.27%
July 31, 2018 11.27%
June 30, 2018 11.27%
May 31, 2018 11.27%
April 30, 2018 11.27%
March 31, 2018 11.27%
February 28, 2018 11.27%
January 31, 2018 11.27%
December 31, 2017 11.27%
November 30, 2017 11.27%

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

11.27%
Minimum
Jan 2017
24.51%
Maximum
Mar 2020
17.09%
Average
15.16%
Median
Dec 2018