Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 43.91%
November 30, 2021 43.91%
October 31, 2021 43.91%
September 30, 2021 43.91%
August 31, 2021 43.91%
July 31, 2021 43.91%
June 30, 2021 43.91%
May 31, 2021 43.91%
April 30, 2021 43.91%
March 31, 2021 43.91%
February 28, 2021 43.91%
January 31, 2021 43.91%
December 31, 2020 43.91%
November 30, 2020 43.91%
October 31, 2020 43.91%
September 30, 2020 43.91%
August 31, 2020 43.91%
July 31, 2020 43.91%
June 30, 2020 43.91%
May 31, 2020 43.91%
April 30, 2020 43.91%
March 31, 2020 43.91%
February 29, 2020 28.40%
January 31, 2020 28.40%
December 31, 2019 28.40%
Date Value
November 30, 2019 28.40%
October 31, 2019 28.40%
September 30, 2019 28.40%
August 31, 2019 28.40%
July 31, 2019 28.40%
June 30, 2019 28.40%
May 31, 2019 28.40%
April 30, 2019 28.40%
March 31, 2019 28.40%
February 28, 2019 28.40%
January 31, 2019 28.40%
December 31, 2018 28.40%
November 30, 2018 24.81%
October 31, 2018 24.81%
September 30, 2018 24.81%
August 31, 2018 24.81%
July 31, 2018 24.81%
June 30, 2018 24.81%
May 31, 2018 24.81%
April 30, 2018 24.81%
March 31, 2018 24.81%
February 28, 2018 24.81%
January 31, 2018 24.81%
December 31, 2017 24.81%
November 30, 2017 24.81%

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

24.81%
Minimum
Jan 2017
43.91%
Maximum
Mar 2020
32.71%
Average
28.40%
Median
Dec 2018