Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2021 43.28%
September 30, 2021 43.28%
August 31, 2021 43.28%
July 31, 2021 43.28%
June 30, 2021 43.28%
May 31, 2021 43.28%
April 30, 2021 43.28%
March 31, 2021 43.28%
February 28, 2021 43.28%
January 31, 2021 43.28%
December 31, 2020 43.28%
November 30, 2020 43.28%
October 31, 2020 43.28%
September 30, 2020 43.28%
August 31, 2020 43.28%
July 31, 2020 43.28%
June 30, 2020 43.28%
May 31, 2020 43.28%
April 30, 2020 43.28%
March 31, 2020 43.28%
February 29, 2020 21.24%
January 31, 2020 21.24%
December 31, 2019 21.24%
November 30, 2019 21.24%
October 31, 2019 21.24%
Date Value
September 30, 2019 21.24%
August 31, 2019 21.24%
July 31, 2019 21.24%
June 30, 2019 21.24%
May 31, 2019 21.24%
April 30, 2019 21.24%
March 31, 2019 21.24%
February 28, 2019 21.24%
January 31, 2019 21.24%
December 31, 2018 21.24%
November 30, 2018 20.52%
October 31, 2018 20.52%
September 30, 2018 20.52%
August 31, 2018 20.52%
July 31, 2018 20.52%
June 30, 2018 20.52%
May 31, 2018 20.52%
April 30, 2018 20.52%
March 31, 2018 20.52%
February 28, 2018 20.52%
January 31, 2018 20.52%
December 31, 2017 20.52%
November 30, 2017 20.52%
October 31, 2017 20.52%
September 30, 2017 20.52%

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

20.52%
Minimum
Nov 2016
43.28%
Maximum
Mar 2020
28.29%
Average
21.24%
Median
Dec 2018