Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2021 39.83%
September 30, 2021 39.83%
August 31, 2021 39.83%
July 31, 2021 39.83%
June 30, 2021 39.83%
May 31, 2021 39.83%
April 30, 2021 39.83%
March 31, 2021 39.83%
February 28, 2021 39.83%
January 31, 2021 39.83%
December 31, 2020 39.83%
November 30, 2020 39.83%
October 31, 2020 39.83%
September 30, 2020 39.83%
August 31, 2020 39.83%
July 31, 2020 39.83%
June 30, 2020 39.83%
May 31, 2020 39.83%
April 30, 2020 39.83%
March 31, 2020 39.83%
February 29, 2020 17.47%
January 31, 2020 17.47%
December 31, 2019 17.47%
November 30, 2019 17.47%
October 31, 2019 17.47%
Date Value
September 30, 2019 17.47%
August 31, 2019 17.47%
July 31, 2019 17.47%
June 30, 2019 17.47%
May 31, 2019 17.47%
April 30, 2019 17.47%
March 31, 2019 17.47%
February 28, 2019 17.47%
January 31, 2019 17.47%
December 31, 2018 17.47%
November 30, 2018 13.05%
October 31, 2018 13.05%
September 30, 2018 13.05%
August 31, 2018 13.05%
July 31, 2018 13.05%
June 30, 2018 13.05%
May 31, 2018 13.05%
April 30, 2018 13.05%
March 31, 2018 13.05%
February 28, 2018 13.05%
January 31, 2018 13.05%
December 31, 2017 13.05%
November 30, 2017 13.05%
October 31, 2017 13.05%
September 30, 2017 13.05%

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

13.05%
Minimum
Nov 2016
39.83%
Maximum
Mar 2020
23.08%
Average
17.47%
Median
Dec 2018