Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2021 45.22%
September 30, 2021 45.22%
August 31, 2021 45.22%
July 31, 2021 45.22%
June 30, 2021 45.22%
May 31, 2021 45.22%
April 30, 2021 45.22%
March 31, 2021 45.22%
February 28, 2021 45.22%
January 31, 2021 45.22%
December 31, 2020 45.22%
November 30, 2020 45.22%
October 31, 2020 45.22%
September 30, 2020 45.22%
August 31, 2020 45.22%
July 31, 2020 45.22%
June 30, 2020 45.22%
May 31, 2020 45.22%
April 30, 2020 45.22%
March 31, 2020 45.22%
February 29, 2020 24.92%
January 31, 2020 24.92%
December 31, 2019 24.92%
November 30, 2019 24.92%
October 31, 2019 24.92%
Date Value
September 30, 2019 24.92%
August 31, 2019 24.92%
July 31, 2019 24.92%
June 30, 2019 24.92%
May 31, 2019 24.92%
April 30, 2019 24.92%
March 31, 2019 24.92%
February 28, 2019 24.92%
January 31, 2019 24.92%
December 31, 2018 24.92%
November 30, 2018 18.99%
October 31, 2018 18.99%
September 30, 2018 18.99%
August 31, 2018 18.99%
July 31, 2018 18.99%
June 30, 2018 18.99%
May 31, 2018 18.99%
April 30, 2018 18.99%
March 31, 2018 18.99%
February 28, 2018 18.99%
January 31, 2018 18.99%
December 31, 2017 18.99%
November 30, 2017 18.99%
October 31, 2017 18.99%
September 30, 2017 18.99%

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

18.99%
Minimum
Dec 2016
45.22%
Maximum
Mar 2020
29.39%
Average
24.92%
Median
Dec 2018