Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
November 30, 2021 41.20%
October 31, 2021 41.20%
September 30, 2021 41.20%
August 31, 2021 41.20%
July 31, 2021 41.20%
June 30, 2021 41.20%
May 31, 2021 41.20%
April 30, 2021 41.20%
March 31, 2021 41.20%
February 28, 2021 41.20%
January 31, 2021 41.20%
December 31, 2020 41.20%
November 30, 2020 41.20%
October 31, 2020 41.20%
September 30, 2020 41.20%
August 31, 2020 41.20%
July 31, 2020 41.20%
June 30, 2020 41.20%
May 31, 2020 41.20%
April 30, 2020 41.20%
March 31, 2020 41.20%
February 29, 2020 18.56%
January 31, 2020 18.56%
December 31, 2019 18.56%
November 30, 2019 18.56%
Date Value
October 31, 2019 18.56%
September 30, 2019 18.56%
August 31, 2019 18.56%
July 31, 2019 18.56%
June 30, 2019 18.56%
May 31, 2019 18.56%
April 30, 2019 18.56%
March 31, 2019 18.56%
February 28, 2019 18.56%
January 31, 2019 18.56%
December 31, 2018 18.56%
November 30, 2018 15.69%
October 31, 2018 15.69%
September 30, 2018 15.69%
August 31, 2018 15.69%
July 31, 2018 15.69%
June 30, 2018 15.69%
May 31, 2018 15.69%
April 30, 2018 15.69%
March 31, 2018 15.69%
February 28, 2018 15.69%
January 31, 2018 15.69%
December 31, 2017 15.69%
November 30, 2017 15.69%
October 31, 2017 15.69%

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

15.69%
Minimum
Dec 2016
41.20%
Maximum
Mar 2020
25.33%
Average
18.56%
Median
Dec 2018