Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2021 44.53%
March 31, 2021 44.53%
February 28, 2021 44.53%
January 31, 2021 44.53%
December 31, 2020 44.53%
November 30, 2020 44.53%
October 31, 2020 44.53%
September 30, 2020 44.53%
August 31, 2020 44.53%
July 31, 2020 44.53%
June 30, 2020 44.53%
May 31, 2020 44.53%
April 30, 2020 44.53%
March 31, 2020 44.53%
February 29, 2020 23.16%
January 31, 2020 23.16%
December 31, 2019 23.16%
November 30, 2019 23.16%
October 31, 2019 23.16%
September 30, 2019 23.16%
August 31, 2019 23.16%
July 31, 2019 23.16%
June 30, 2019 23.16%
May 31, 2019 23.16%
April 30, 2019 23.16%
Date Value
March 31, 2019 23.16%
February 28, 2019 23.16%
January 31, 2019 23.16%
December 31, 2018 23.16%
November 30, 2018 22.54%
October 31, 2018 22.54%
September 30, 2018 22.54%
August 31, 2018 22.54%
July 31, 2018 22.54%
June 30, 2018 22.54%
May 31, 2018 22.54%
April 30, 2018 22.54%
March 31, 2018 22.54%
February 28, 2018 22.54%
January 31, 2018 22.54%
December 31, 2017 22.54%
November 30, 2017 22.54%
October 31, 2017 22.54%
September 30, 2017 22.54%
August 31, 2017 22.54%
July 31, 2017 22.54%
June 30, 2017 22.54%
May 31, 2017 22.54%
April 30, 2017 22.54%
March 31, 2017 22.54%

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

22.54%
Minimum
Sep 2016
44.53%
Maximum
Mar 2020
28.21%
Average
23.16%
Median
Dec 2018