Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2021 46.57%
August 31, 2021 46.57%
July 31, 2021 46.57%
June 30, 2021 46.57%
May 31, 2021 46.57%
April 30, 2021 46.57%
March 31, 2021 46.57%
February 28, 2021 46.57%
January 31, 2021 46.57%
December 31, 2020 46.57%
November 30, 2020 46.57%
October 31, 2020 46.57%
September 30, 2020 46.57%
August 31, 2020 46.57%
July 31, 2020 46.57%
June 30, 2020 46.57%
May 31, 2020 46.57%
April 30, 2020 46.57%
March 31, 2020 46.57%
February 29, 2020 19.80%
January 31, 2020 19.80%
December 31, 2019 19.80%
November 30, 2019 19.80%
October 31, 2019 19.80%
September 30, 2019 19.80%
Date Value
August 31, 2019 19.80%
July 31, 2019 19.80%
June 30, 2019 19.80%
May 31, 2019 19.80%
April 30, 2019 19.80%
March 31, 2019 19.80%
February 28, 2019 19.80%
January 31, 2019 19.80%
December 31, 2018 19.80%
November 30, 2018 15.61%
October 31, 2018 15.61%
September 30, 2018 15.61%
August 31, 2018 15.61%
July 31, 2018 15.61%
June 30, 2018 15.61%
May 31, 2018 15.61%
April 30, 2018 15.61%
March 31, 2018 15.61%
February 28, 2018 15.61%
January 31, 2018 15.61%
December 31, 2017 15.61%
November 30, 2017 15.61%
October 31, 2017 15.61%
September 30, 2017 15.61%
August 31, 2017 15.61%

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

15.61%
Minimum
Oct 2016
46.57%
Maximum
Mar 2020
26.46%
Average
19.80%
Median
Dec 2018