Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
November 30, 2021 34.99%
October 31, 2021 34.99%
September 30, 2021 34.99%
August 31, 2021 34.99%
July 31, 2021 34.99%
June 30, 2021 34.99%
May 31, 2021 34.99%
April 30, 2021 34.99%
March 31, 2021 34.99%
February 28, 2021 34.99%
January 31, 2021 34.99%
December 31, 2020 34.99%
November 30, 2020 34.99%
October 31, 2020 34.99%
September 30, 2020 34.99%
August 31, 2020 34.99%
July 31, 2020 34.99%
June 30, 2020 34.99%
May 31, 2020 34.99%
April 30, 2020 34.99%
March 31, 2020 34.99%
February 29, 2020 17.43%
January 31, 2020 17.43%
December 31, 2019 17.43%
November 30, 2019 17.43%
Date Value
October 31, 2019 17.43%
September 30, 2019 17.43%
August 31, 2019 17.43%
July 31, 2019 17.43%
June 30, 2019 17.43%
May 31, 2019 17.43%
April 30, 2019 17.43%
March 31, 2019 17.43%
February 28, 2019 17.43%
January 31, 2019 17.43%
December 31, 2018 17.43%
November 30, 2018 13.17%
October 31, 2018 13.17%
September 30, 2018 13.17%
August 31, 2018 13.17%
July 31, 2018 13.17%
June 30, 2018 13.17%
May 31, 2018 13.17%
April 30, 2018 13.17%
March 31, 2018 13.17%
February 28, 2018 13.17%
January 31, 2018 13.17%
December 31, 2017 13.17%
November 30, 2017 13.17%
October 31, 2017 13.17%

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

13.17%
Minimum
Dec 2016
34.99%
Maximum
Mar 2020
21.87%
Average
17.43%
Median
Dec 2018