Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2021 46.91%
August 31, 2021 46.91%
July 31, 2021 46.91%
June 30, 2021 46.91%
May 31, 2021 46.91%
April 30, 2021 46.91%
March 31, 2021 46.91%
February 28, 2021 46.91%
January 31, 2021 46.91%
December 31, 2020 46.91%
November 30, 2020 46.91%
October 31, 2020 46.91%
September 30, 2020 46.91%
August 31, 2020 46.91%
July 31, 2020 46.91%
June 30, 2020 46.91%
May 31, 2020 46.91%
April 30, 2020 46.91%
March 31, 2020 46.91%
February 29, 2020 21.76%
January 31, 2020 21.76%
December 31, 2019 21.76%
November 30, 2019 21.76%
October 31, 2019 21.76%
September 30, 2019 21.76%
Date Value
August 31, 2019 21.76%
July 31, 2019 21.76%
June 30, 2019 21.76%
May 31, 2019 21.76%
April 30, 2019 21.76%
March 31, 2019 21.76%
February 28, 2019 21.76%
January 31, 2019 21.76%
December 31, 2018 21.76%
November 30, 2018 21.28%
October 31, 2018 21.28%
September 30, 2018 21.28%
August 31, 2018 21.28%
July 31, 2018 21.28%
June 30, 2018 21.28%
May 31, 2018 21.28%
April 30, 2018 21.28%
March 31, 2018 21.28%
February 28, 2018 21.28%
January 31, 2018 21.28%
December 31, 2017 21.28%
November 30, 2017 21.28%
October 31, 2017 21.28%
September 30, 2017 21.28%
August 31, 2017 21.28%

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

21.28%
Minimum
Oct 2016
46.91%
Maximum
Mar 2020
29.52%
Average
21.76%
Median
Dec 2018