Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
November 30, 2021 37.11%
October 31, 2021 37.11%
September 30, 2021 37.11%
August 31, 2021 37.11%
July 31, 2021 37.11%
June 30, 2021 37.11%
May 31, 2021 37.11%
April 30, 2021 37.11%
March 31, 2021 37.11%
February 28, 2021 37.11%
January 31, 2021 37.11%
December 31, 2020 37.11%
November 30, 2020 37.11%
October 31, 2020 37.11%
September 30, 2020 37.11%
August 31, 2020 37.11%
July 31, 2020 37.11%
June 30, 2020 37.11%
May 31, 2020 37.11%
April 30, 2020 37.11%
March 31, 2020 37.11%
February 29, 2020 27.35%
January 31, 2020 27.35%
December 31, 2019 27.35%
November 30, 2019 27.35%
Date Value
October 31, 2019 27.35%
September 30, 2019 27.35%
August 31, 2019 27.35%
July 31, 2019 27.35%
June 30, 2019 27.35%
May 31, 2019 27.35%
April 30, 2019 27.35%
March 31, 2019 27.35%
February 28, 2019 27.35%
January 31, 2019 27.35%
December 31, 2018 27.35%
November 30, 2018 26.52%
October 31, 2018 26.52%
September 30, 2018 26.52%
August 31, 2018 26.52%
July 31, 2018 26.52%
June 30, 2018 26.52%
May 31, 2018 26.52%
April 30, 2018 26.52%
March 31, 2018 26.52%
February 28, 2018 26.52%
January 31, 2018 26.52%
December 31, 2017 26.52%
November 30, 2017 26.52%
October 31, 2017 26.52%

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

26.52%
Minimum
Dec 2016
37.11%
Maximum
Mar 2020
30.43%
Average
27.35%
Median
Dec 2018