Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
November 30, 2021 39.76%
October 31, 2021 39.76%
September 30, 2021 39.76%
August 31, 2021 39.76%
July 31, 2021 39.76%
June 30, 2021 39.76%
May 31, 2021 39.76%
April 30, 2021 39.76%
March 31, 2021 39.76%
February 28, 2021 39.76%
January 31, 2021 39.76%
December 31, 2020 39.76%
November 30, 2020 39.76%
October 31, 2020 39.76%
September 30, 2020 39.76%
August 31, 2020 39.76%
July 31, 2020 39.76%
June 30, 2020 39.76%
May 31, 2020 39.76%
April 30, 2020 39.76%
March 31, 2020 39.76%
February 29, 2020 19.88%
January 31, 2020 19.88%
December 31, 2019 19.88%
November 30, 2019 19.88%
Date Value
October 31, 2019 19.88%
September 30, 2019 19.88%
August 31, 2019 19.88%
July 31, 2019 19.88%
June 30, 2019 19.88%
May 31, 2019 19.88%
April 30, 2019 19.88%
March 31, 2019 19.88%
February 28, 2019 19.88%
January 31, 2019 19.88%
December 31, 2018 19.88%
November 30, 2018 18.46%
October 31, 2018 18.46%
September 30, 2018 18.46%
August 31, 2018 18.46%
July 31, 2018 18.46%
June 30, 2018 18.46%
May 31, 2018 18.46%
April 30, 2018 18.46%
March 31, 2018 18.46%
February 28, 2018 18.46%
January 31, 2018 18.46%
December 31, 2017 18.46%
November 30, 2017 18.46%
October 31, 2017 18.46%

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

18.46%
Minimum
Dec 2016
39.76%
Maximum
Mar 2020
26.27%
Average
19.88%
Median
Dec 2018