Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
November 30, 2021 41.12%
October 31, 2021 41.12%
September 30, 2021 41.12%
August 31, 2021 41.12%
July 31, 2021 41.12%
June 30, 2021 41.12%
May 31, 2021 41.12%
April 30, 2021 41.12%
March 31, 2021 41.12%
February 28, 2021 41.12%
January 31, 2021 41.12%
December 31, 2020 41.12%
November 30, 2020 41.12%
October 31, 2020 41.12%
September 30, 2020 41.12%
August 31, 2020 41.12%
July 31, 2020 41.12%
June 30, 2020 41.12%
May 31, 2020 41.12%
April 30, 2020 41.12%
March 31, 2020 41.12%
February 29, 2020 19.36%
January 31, 2020 19.36%
December 31, 2019 19.36%
November 30, 2019 19.36%
Date Value
October 31, 2019 19.36%
September 30, 2019 19.36%
August 31, 2019 19.36%
July 31, 2019 19.36%
June 30, 2019 19.36%
May 31, 2019 19.36%
April 30, 2019 19.36%
March 31, 2019 19.36%
February 28, 2019 19.36%
January 31, 2019 19.36%
December 31, 2018 19.36%
November 30, 2018 18.59%
October 31, 2018 18.59%
September 30, 2018 18.59%
August 31, 2018 18.59%
July 31, 2018 18.59%
June 30, 2018 18.59%
May 31, 2018 18.59%
April 30, 2018 18.59%
March 31, 2018 18.59%
February 28, 2018 18.59%
January 31, 2018 18.59%
December 31, 2017 18.59%
November 30, 2017 18.59%
October 31, 2017 18.59%

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

18.59%
Minimum
Dec 2016
41.12%
Maximum
Mar 2020
26.67%
Average
19.36%
Median
Dec 2018