Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2021 42.54%
April 30, 2021 42.54%
March 31, 2021 42.54%
February 28, 2021 42.54%
January 31, 2021 42.54%
December 31, 2020 42.54%
November 30, 2020 42.54%
October 31, 2020 42.54%
September 30, 2020 42.54%
August 31, 2020 42.54%
July 31, 2020 42.54%
June 30, 2020 42.54%
May 31, 2020 42.54%
April 30, 2020 42.54%
March 31, 2020 42.54%
February 29, 2020 27.08%
January 31, 2020 27.08%
December 31, 2019 27.08%
November 30, 2019 27.08%
October 31, 2019 27.08%
September 30, 2019 27.08%
August 31, 2019 27.08%
July 31, 2019 27.08%
June 30, 2019 27.08%
May 31, 2019 27.08%
Date Value
April 30, 2019 27.08%
March 31, 2019 27.08%
February 28, 2019 27.08%
January 31, 2019 27.08%
December 31, 2018 27.08%
November 30, 2018 25.79%
October 31, 2018 25.79%
September 30, 2018 25.79%
August 31, 2018 25.79%
July 31, 2018 25.79%
June 30, 2018 25.79%
May 31, 2018 25.79%
April 30, 2018 25.79%
March 31, 2018 25.79%
February 28, 2018 25.79%
January 31, 2018 25.79%
December 31, 2017 25.79%
November 30, 2017 25.79%
October 31, 2017 25.79%
September 30, 2017 25.79%
August 31, 2017 25.79%
July 31, 2017 25.79%
June 30, 2017 25.79%
May 31, 2017 25.79%
April 30, 2017 25.79%

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

25.79%
Minimum
Aug 2016
42.54%
Maximum
Mar 2020
30.41%
Average
27.08%
Median
Dec 2018