Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 36.43%
November 30, 2021 36.43%
October 31, 2021 36.43%
September 30, 2021 36.43%
August 31, 2021 36.43%
July 31, 2021 36.43%
June 30, 2021 36.43%
May 31, 2021 36.43%
April 30, 2021 36.43%
March 31, 2021 36.43%
February 28, 2021 36.43%
January 31, 2021 36.43%
December 31, 2020 36.43%
November 30, 2020 36.43%
October 31, 2020 36.43%
September 30, 2020 36.43%
August 31, 2020 36.43%
July 31, 2020 36.43%
June 30, 2020 36.43%
May 31, 2020 36.43%
April 30, 2020 36.43%
March 31, 2020 36.43%
February 29, 2020 20.82%
January 31, 2020 20.82%
December 31, 2019 20.82%
Date Value
November 30, 2019 20.82%
October 31, 2019 20.82%
September 30, 2019 20.82%
August 31, 2019 20.82%
July 31, 2019 20.82%
June 30, 2019 20.82%
May 31, 2019 20.82%
April 30, 2019 20.82%
March 31, 2019 20.82%
February 28, 2019 20.82%
January 31, 2019 20.82%
December 31, 2018 20.82%
November 30, 2018 13.45%
October 31, 2018 13.45%
September 30, 2018 12.82%
August 31, 2018 12.82%
July 31, 2018 12.82%
June 30, 2018 12.82%
May 31, 2018 12.82%
April 30, 2018 12.82%
March 31, 2018 12.82%
February 28, 2018 12.82%
January 31, 2018 12.82%
December 31, 2017 12.82%
November 30, 2017 12.82%

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

12.82%
Minimum
Jan 2017
36.43%
Maximum
Mar 2020
23.50%
Average
20.82%
Median
Dec 2018