Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 44.22%
November 30, 2021 44.22%
October 31, 2021 44.22%
September 30, 2021 44.22%
August 31, 2021 44.22%
July 31, 2021 44.22%
June 30, 2021 44.22%
May 31, 2021 44.22%
April 30, 2021 44.22%
March 31, 2021 44.22%
February 28, 2021 44.22%
January 31, 2021 44.22%
December 31, 2020 44.22%
November 30, 2020 44.22%
October 31, 2020 44.22%
September 30, 2020 44.22%
August 31, 2020 44.22%
July 31, 2020 44.22%
June 30, 2020 44.22%
May 31, 2020 44.22%
April 30, 2020 44.22%
March 31, 2020 44.22%
February 29, 2020 16.51%
January 31, 2020 16.51%
December 31, 2019 16.51%
Date Value
November 30, 2019 16.51%
October 31, 2019 16.51%
September 30, 2019 16.51%
August 31, 2019 16.51%
July 31, 2019 16.51%
June 30, 2019 16.51%
May 31, 2019 16.51%
April 30, 2019 16.51%
March 31, 2019 16.51%
February 28, 2019 16.51%
January 31, 2019 16.51%
December 31, 2018 16.51%
November 30, 2018 16.51%
October 31, 2018 16.51%
September 30, 2018 16.51%
August 31, 2018 16.51%
July 31, 2018 16.51%
June 30, 2018 16.51%
May 31, 2018 16.51%
April 30, 2018 16.51%
March 31, 2018 16.51%
February 28, 2018 16.51%
January 31, 2018 14.57%
December 31, 2017 14.57%
November 30, 2017 14.57%

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

14.57%
Minimum
Jan 2017
44.22%
Maximum
Mar 2020
26.25%
Average
16.51%
Median
Feb 2018