Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
November 30, 2021 45.54%
October 31, 2021 45.54%
September 30, 2021 45.54%
August 31, 2021 45.54%
July 31, 2021 45.54%
June 30, 2021 45.54%
May 31, 2021 45.54%
April 30, 2021 45.54%
March 31, 2021 45.54%
February 28, 2021 45.54%
January 31, 2021 45.54%
December 31, 2020 45.54%
November 30, 2020 45.54%
October 31, 2020 45.54%
September 30, 2020 45.54%
August 31, 2020 45.54%
July 31, 2020 45.54%
June 30, 2020 45.54%
May 31, 2020 45.54%
April 30, 2020 45.54%
March 31, 2020 45.54%
February 29, 2020 24.63%
January 31, 2020 24.63%
December 31, 2019 24.63%
November 30, 2019 24.63%
Date Value
October 31, 2019 24.63%
September 30, 2019 24.63%
August 31, 2019 24.63%
July 31, 2019 24.63%
June 30, 2019 24.63%
May 31, 2019 24.63%
April 30, 2019 24.63%
March 31, 2019 24.63%
February 28, 2019 24.63%
January 31, 2019 24.63%
December 31, 2018 24.63%
November 30, 2018 19.65%
October 31, 2018 19.65%
September 30, 2018 19.65%
August 31, 2018 19.65%
July 31, 2018 19.65%
June 30, 2018 19.65%
May 31, 2018 19.65%
April 30, 2018 19.65%
March 31, 2018 19.65%
February 28, 2018 19.65%
January 31, 2018 19.65%
December 31, 2017 19.65%
November 30, 2017 19.65%
October 31, 2017 19.65%

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

19.65%
Minimum
Dec 2016
45.54%
Maximum
Mar 2020
29.96%
Average
24.63%
Median
Dec 2018