Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2021 57.67%
August 31, 2021 57.67%
July 31, 2021 57.67%
June 30, 2021 57.67%
May 31, 2021 57.67%
April 30, 2021 57.67%
March 31, 2021 57.67%
February 28, 2021 57.67%
January 31, 2021 57.67%
December 31, 2020 57.67%
November 30, 2020 57.67%
October 31, 2020 57.67%
September 30, 2020 57.67%
August 31, 2020 57.67%
July 31, 2020 57.67%
June 30, 2020 57.67%
May 31, 2020 57.67%
April 30, 2020 57.67%
March 31, 2020 57.67%
February 29, 2020 40.53%
January 31, 2020 40.53%
December 31, 2019 40.53%
November 30, 2019 40.53%
October 31, 2019 40.53%
September 30, 2019 40.53%
Date Value
August 31, 2019 40.53%
July 31, 2019 40.53%
June 30, 2019 40.53%
May 31, 2019 40.53%
April 30, 2019 40.53%
March 31, 2019 40.53%
February 28, 2019 40.53%
January 31, 2019 40.53%
December 31, 2018 40.53%
November 30, 2018 40.31%
October 31, 2018 40.31%
September 30, 2018 40.31%
August 31, 2018 40.31%
July 31, 2018 40.31%
June 30, 2018 40.31%
May 31, 2018 40.31%
April 30, 2018 40.31%
March 31, 2018 40.31%
February 28, 2018 40.31%
January 31, 2018 40.31%
December 31, 2017 40.31%
November 30, 2017 40.31%
October 31, 2017 40.31%
September 30, 2017 40.31%
August 31, 2017 40.31%

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

40.31%
Minimum
Oct 2016
57.67%
Maximum
Mar 2020
45.86%
Average
40.53%
Median
Dec 2018