Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2021 33.34%
August 31, 2021 33.34%
July 31, 2021 33.34%
June 30, 2021 33.34%
May 31, 2021 33.34%
April 30, 2021 33.34%
March 31, 2021 33.34%
February 28, 2021 33.34%
January 31, 2021 33.34%
December 31, 2020 33.34%
November 30, 2020 33.34%
October 31, 2020 33.34%
September 30, 2020 33.34%
August 31, 2020 33.34%
July 31, 2020 33.34%
June 30, 2020 33.34%
May 31, 2020 33.34%
April 30, 2020 33.34%
March 31, 2020 33.34%
February 29, 2020 19.44%
January 31, 2020 19.44%
December 31, 2019 19.44%
November 30, 2019 19.44%
October 31, 2019 19.44%
September 30, 2019 19.44%
Date Value
August 31, 2019 19.44%
July 31, 2019 19.44%
June 30, 2019 19.44%
May 31, 2019 19.44%
April 30, 2019 19.44%
March 31, 2019 19.44%
February 28, 2019 19.44%
January 31, 2019 19.44%
December 31, 2018 19.44%
November 30, 2018 19.44%
October 31, 2018 19.44%
September 30, 2018 19.44%
August 31, 2018 19.44%
July 31, 2018 19.44%
June 30, 2018 19.44%
May 31, 2018 19.44%
April 30, 2018 19.44%
March 31, 2018 19.44%
February 28, 2018 19.44%
January 31, 2018 19.44%
December 31, 2017 19.44%
November 30, 2017 19.44%
October 31, 2017 19.44%
September 30, 2017 19.44%
August 31, 2017 19.44%

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

19.44%
Minimum
Oct 2016
33.34%
Maximum
Mar 2020
23.84%
Average
19.44%
Median
Oct 2016