Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2021 45.21%
September 30, 2021 45.21%
August 31, 2021 45.21%
July 31, 2021 45.21%
June 30, 2021 45.21%
May 31, 2021 45.21%
April 30, 2021 45.21%
March 31, 2021 45.21%
February 28, 2021 45.21%
January 31, 2021 45.21%
December 31, 2020 45.21%
November 30, 2020 45.21%
October 31, 2020 45.21%
September 30, 2020 45.21%
August 31, 2020 45.21%
July 31, 2020 45.21%
June 30, 2020 45.21%
May 31, 2020 45.21%
April 30, 2020 45.21%
March 31, 2020 45.21%
February 29, 2020 22.08%
January 31, 2020 22.08%
December 31, 2019 22.08%
November 30, 2019 22.08%
October 31, 2019 22.08%
Date Value
September 30, 2019 22.08%
August 31, 2019 22.08%
July 31, 2019 22.08%
June 30, 2019 22.08%
May 31, 2019 22.08%
April 30, 2019 22.08%
March 31, 2019 22.08%
February 28, 2019 22.08%
January 31, 2019 22.08%
December 31, 2018 22.08%
November 30, 2018 20.43%
October 31, 2018 20.43%
September 30, 2018 20.43%
August 31, 2018 20.43%
July 31, 2018 20.43%
June 30, 2018 20.43%
May 31, 2018 20.43%
April 30, 2018 20.43%
March 31, 2018 20.43%
February 28, 2018 20.43%
January 31, 2018 20.43%
December 31, 2017 20.43%
November 30, 2017 20.43%
October 31, 2017 20.43%
September 30, 2017 20.43%

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).

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Max Drawdown (5Y) Range, Past 5 Years

20.43%
Minimum
May 2017
45.21%
Maximum
Mar 2020
29.41%
Average
22.08%
Median
Dec 2018

Max Drawdown (5Y) Related Metrics