Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2021 30.39%
August 31, 2021 30.39%
July 31, 2021 30.39%
June 30, 2021 30.39%
May 31, 2021 30.39%
April 30, 2021 30.39%
March 31, 2021 30.39%
February 28, 2021 30.39%
January 31, 2021 30.39%
December 31, 2020 30.39%
November 30, 2020 30.39%
October 31, 2020 30.39%
September 30, 2020 30.39%
August 31, 2020 30.39%
July 31, 2020 30.39%
June 30, 2020 30.39%
May 31, 2020 30.39%
April 30, 2020 30.39%
March 31, 2020 30.39%
February 29, 2020 26.64%
January 31, 2020 26.64%
December 31, 2019 26.64%
November 30, 2019 26.64%
October 31, 2019 26.64%
September 30, 2019 26.64%
Date Value
August 31, 2019 26.64%
July 31, 2019 26.64%
June 30, 2019 26.64%
May 31, 2019 26.64%
April 30, 2019 26.64%
March 31, 2019 26.64%
February 28, 2019 26.64%
January 31, 2019 26.64%
December 31, 2018 26.64%
November 30, 2018 19.93%
October 31, 2018 17.71%
September 30, 2018 17.71%
August 31, 2018 17.71%
July 31, 2018 17.71%
June 30, 2018 17.71%
May 31, 2018 17.71%
April 30, 2018 17.71%
March 31, 2018 17.71%
February 28, 2018 17.71%
January 31, 2018 17.71%
December 31, 2017 17.71%
November 30, 2017 17.71%
October 31, 2017 17.71%
September 30, 2017 17.71%
August 31, 2017 17.71%

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

17.71%
Minimum
Oct 2016
30.39%
Maximum
Mar 2020
23.99%
Average
26.64%
Median
Dec 2018