Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2021 45.86%
August 31, 2021 45.86%
July 31, 2021 45.86%
June 30, 2021 45.86%
May 31, 2021 45.86%
April 30, 2021 45.86%
March 31, 2021 45.86%
February 28, 2021 45.86%
January 31, 2021 45.86%
December 31, 2020 45.86%
November 30, 2020 45.86%
October 31, 2020 45.86%
September 30, 2020 45.86%
August 31, 2020 45.86%
July 31, 2020 45.86%
June 30, 2020 45.86%
May 31, 2020 45.86%
April 30, 2020 45.86%
March 31, 2020 45.86%
February 29, 2020 24.73%
January 31, 2020 24.73%
December 31, 2019 24.73%
November 30, 2019 24.73%
October 31, 2019 24.73%
September 30, 2019 24.73%
Date Value
August 31, 2019 24.73%
July 31, 2019 24.73%
June 30, 2019 24.73%
May 31, 2019 24.73%
April 30, 2019 24.73%
March 31, 2019 24.73%
February 28, 2019 24.73%
January 31, 2019 24.73%
December 31, 2018 24.73%
November 30, 2018 19.93%
October 31, 2018 19.93%
September 30, 2018 19.93%
August 31, 2018 19.93%
July 31, 2018 19.93%
June 30, 2018 19.93%
May 31, 2018 19.93%
April 30, 2018 19.93%
March 31, 2018 19.93%
February 28, 2018 19.93%
January 31, 2018 19.93%
December 31, 2017 19.93%
November 30, 2017 19.93%
October 31, 2017 19.93%
September 30, 2017 19.93%
August 31, 2017 19.93%

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

19.93%
Minimum
Oct 2016
45.86%
Maximum
Mar 2020
29.34%
Average
24.73%
Median
Dec 2018