Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
August 31, 2021 31.95%
July 31, 2021 31.95%
June 30, 2021 31.95%
May 31, 2021 31.95%
April 30, 2021 31.95%
March 31, 2021 31.95%
February 28, 2021 31.95%
January 31, 2021 31.95%
December 31, 2020 31.95%
November 30, 2020 31.95%
October 31, 2020 31.95%
September 30, 2020 31.95%
August 31, 2020 31.95%
July 31, 2020 31.95%
June 30, 2020 31.95%
May 31, 2020 31.95%
April 30, 2020 31.95%
March 31, 2020 31.95%
February 29, 2020 17.21%
January 31, 2020 17.21%
December 31, 2019 17.21%
November 30, 2019 17.21%
October 31, 2019 17.21%
September 30, 2019 17.21%
August 31, 2019 17.21%
Date Value
July 31, 2019 17.21%
June 30, 2019 17.21%
May 31, 2019 17.21%
April 30, 2019 17.21%
March 31, 2019 17.21%
February 28, 2019 17.21%
January 31, 2019 17.21%
December 31, 2018 17.21%
November 30, 2018 15.82%
October 31, 2018 15.82%
September 30, 2018 15.82%
August 31, 2018 15.82%
July 31, 2018 15.82%
June 30, 2018 15.82%
May 31, 2018 15.82%
April 30, 2018 15.82%
March 31, 2018 15.82%
February 28, 2018 15.82%
January 31, 2018 15.82%
December 31, 2017 15.82%
November 30, 2017 15.82%
October 31, 2017 15.82%
September 30, 2017 15.82%
August 31, 2017 15.82%
July 31, 2017 15.82%

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

15.82%
Minimum
Sep 2016
31.95%
Maximum
Mar 2020
21.01%
Average
17.21%
Median
Dec 2018