Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2021 45.68%
September 30, 2021 45.68%
August 31, 2021 45.68%
July 31, 2021 45.68%
June 30, 2021 45.68%
May 31, 2021 45.68%
April 30, 2021 45.68%
March 31, 2021 45.68%
February 28, 2021 45.68%
January 31, 2021 45.68%
December 31, 2020 45.68%
November 30, 2020 45.68%
October 31, 2020 45.68%
September 30, 2020 45.68%
August 31, 2020 45.68%
July 31, 2020 45.68%
June 30, 2020 45.68%
May 31, 2020 45.68%
April 30, 2020 45.68%
March 31, 2020 45.68%
February 29, 2020 24.67%
January 31, 2020 24.67%
December 31, 2019 24.67%
November 30, 2019 24.67%
October 31, 2019 24.67%
Date Value
September 30, 2019 24.67%
August 31, 2019 24.67%
July 31, 2019 24.67%
June 30, 2019 24.67%
May 31, 2019 24.67%
April 30, 2019 24.67%
March 31, 2019 24.67%
February 28, 2019 24.67%
January 31, 2019 24.67%
December 31, 2018 24.67%
November 30, 2018 19.77%
October 31, 2018 19.77%
September 30, 2018 19.77%
August 31, 2018 19.77%
July 31, 2018 19.77%
June 30, 2018 19.77%
May 31, 2018 19.77%
April 30, 2018 19.77%
March 31, 2018 19.77%
February 28, 2018 19.77%
January 31, 2018 19.77%
December 31, 2017 19.77%
November 30, 2017 19.77%
October 31, 2017 19.77%
September 30, 2017 19.77%

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

19.77%
Minimum
Nov 2016
45.68%
Maximum
Mar 2020
29.63%
Average
24.67%
Median
Dec 2018