Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 36.68%
November 30, 2021 36.68%
October 31, 2021 36.68%
September 30, 2021 36.68%
August 31, 2021 36.68%
July 31, 2021 36.68%
June 30, 2021 36.68%
May 31, 2021 36.68%
April 30, 2021 36.68%
March 31, 2021 36.68%
February 28, 2021 36.68%
January 31, 2021 36.68%
December 31, 2020 36.68%
November 30, 2020 36.68%
October 31, 2020 36.68%
September 30, 2020 36.68%
August 31, 2020 36.68%
July 31, 2020 36.68%
June 30, 2020 36.68%
May 31, 2020 36.68%
April 30, 2020 36.68%
March 31, 2020 36.68%
February 29, 2020 18.64%
January 31, 2020 18.64%
December 31, 2019 18.64%
Date Value
November 30, 2019 18.64%
October 31, 2019 18.64%
September 30, 2019 18.64%
August 31, 2019 18.64%
July 31, 2019 18.64%
June 30, 2019 18.64%
May 31, 2019 18.64%
April 30, 2019 18.64%
March 31, 2019 18.64%
February 28, 2019 18.64%
January 31, 2019 18.64%
December 31, 2018 18.64%
November 30, 2018 16.93%
October 31, 2018 16.93%
September 30, 2018 16.93%
August 31, 2018 16.93%
July 31, 2018 16.93%
June 30, 2018 16.93%
May 31, 2018 16.93%
April 30, 2018 16.93%
March 31, 2018 16.93%
February 28, 2018 16.93%
January 31, 2018 16.93%
December 31, 2017 16.93%
November 30, 2017 16.93%

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

16.93%
Minimum
Jan 2017
36.68%
Maximum
Mar 2020
24.60%
Average
18.64%
Median
Dec 2018