Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2021 63.76%
September 30, 2021 63.76%
August 31, 2021 63.76%
July 31, 2021 63.76%
June 30, 2021 63.76%
May 31, 2021 63.76%
April 30, 2021 63.76%
March 31, 2021 63.76%
February 28, 2021 63.76%
January 31, 2021 63.76%
December 31, 2020 63.76%
November 30, 2020 63.76%
October 31, 2020 63.76%
September 30, 2020 63.76%
August 31, 2020 63.76%
July 31, 2020 63.76%
June 30, 2020 63.76%
May 31, 2020 63.76%
April 30, 2020 63.76%
March 31, 2020 63.76%
February 29, 2020 34.41%
January 31, 2020 32.06%
December 31, 2019 32.06%
November 30, 2019 32.06%
October 31, 2019 32.06%
Date Value
September 30, 2019 32.06%
August 31, 2019 32.06%
July 31, 2019 31.43%
June 30, 2019 31.43%
May 31, 2019 31.43%
April 30, 2019 31.43%
March 31, 2019 31.43%
February 28, 2019 31.43%
January 31, 2019 31.43%
December 31, 2018 31.43%
November 30, 2018 31.34%
October 31, 2018 31.34%
September 30, 2018 31.34%
August 31, 2018 31.34%
July 31, 2018 31.34%
June 30, 2018 31.34%
May 31, 2018 31.34%
April 30, 2018 31.34%
March 31, 2018 31.34%
February 28, 2018 31.34%
January 31, 2018 31.34%
December 31, 2017 31.34%
November 30, 2017 31.34%
October 31, 2017 31.34%
September 30, 2017 31.34%

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

31.34%
Minimum
Nov 2016
63.76%
Maximum
Mar 2020
42.28%
Average
31.43%
Median
Dec 2018