Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 43.28%
November 30, 2021 43.28%
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 24.61%
January 31, 2020 24.61%
December 31, 2019 24.61%
Date Value
November 30, 2019 24.61%
October 31, 2019 24.61%
September 30, 2019 24.61%
August 31, 2019 24.61%
July 31, 2019 24.61%
June 30, 2019 24.61%
May 31, 2019 24.61%
April 30, 2019 24.61%
March 31, 2019 24.61%
February 28, 2019 24.61%
January 31, 2019 24.61%
December 31, 2018 24.61%
November 30, 2018 18.73%
October 31, 2018 18.73%
September 30, 2018 18.73%
August 31, 2018 18.73%
July 31, 2018 18.73%
June 30, 2018 18.73%
May 31, 2018 18.73%
April 30, 2018 18.73%
March 31, 2018 18.73%
February 28, 2018 18.73%
January 31, 2018 18.73%
December 31, 2017 18.73%
November 30, 2017 18.73%

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

18.73%
Minimum
Jan 2017
43.28%
Maximum
Mar 2020
29.20%
Average
24.61%
Median
Dec 2018