Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2021 35.71%
August 31, 2021 35.71%
July 31, 2021 35.71%
June 30, 2021 35.71%
May 31, 2021 35.71%
April 30, 2021 35.71%
March 31, 2021 35.71%
February 28, 2021 35.71%
January 31, 2021 35.71%
December 31, 2020 35.71%
November 30, 2020 35.71%
October 31, 2020 35.71%
September 30, 2020 35.71%
August 31, 2020 35.71%
July 31, 2020 35.71%
June 30, 2020 35.71%
May 31, 2020 35.71%
April 30, 2020 35.71%
March 31, 2020 35.71%
February 29, 2020 26.25%
January 31, 2020 26.25%
December 31, 2019 26.25%
November 30, 2019 26.25%
October 31, 2019 26.25%
September 30, 2019 26.25%
Date Value
August 31, 2019 26.25%
July 31, 2019 26.25%
June 30, 2019 26.25%
May 31, 2019 26.25%
April 30, 2019 26.25%
March 31, 2019 26.25%
February 28, 2019 26.25%
January 31, 2019 26.25%
December 31, 2018 26.25%
November 30, 2018 24.68%
October 31, 2018 24.68%
September 30, 2018 24.68%
August 31, 2018 24.68%
July 31, 2018 24.68%
June 30, 2018 24.68%
May 31, 2018 24.68%
April 30, 2018 24.68%
March 31, 2018 24.68%
February 28, 2018 24.68%
January 31, 2018 24.68%
December 31, 2017 24.68%
November 30, 2017 24.68%
October 31, 2017 24.68%
September 30, 2017 24.68%
August 31, 2017 24.68%

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

24.68%
Minimum
Oct 2016
35.71%
Maximum
Mar 2020
28.56%
Average
26.25%
Median
Dec 2018