Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
May 31, 2021 32.16%
April 30, 2021 32.16%
March 31, 2021 32.16%
February 28, 2021 32.16%
January 31, 2021 32.16%
December 31, 2020 32.16%
November 30, 2020 32.16%
October 31, 2020 32.16%
September 30, 2020 32.16%
August 31, 2020 32.16%
July 31, 2020 32.16%
June 30, 2020 32.16%
May 31, 2020 32.16%
April 30, 2020 32.16%
March 31, 2020 32.16%
February 29, 2020 16.66%
January 31, 2020 16.66%
December 31, 2019 16.66%
November 30, 2019 16.66%
October 31, 2019 16.66%
September 30, 2019 16.66%
August 31, 2019 16.66%
July 31, 2019 16.66%
June 30, 2019 16.66%
May 31, 2019 16.66%
Date Value
April 30, 2019 16.66%
March 31, 2019 16.66%
February 28, 2019 16.66%
January 31, 2019 16.66%
December 31, 2018 16.66%
November 30, 2018 11.68%
October 31, 2018 11.68%
September 30, 2018 11.68%
August 31, 2018 11.68%
July 31, 2018 11.68%
June 30, 2018 11.68%
May 31, 2018 11.68%
April 30, 2018 11.68%
March 31, 2018 11.68%
February 28, 2018 11.68%
January 31, 2018 11.68%
December 31, 2017 11.68%
November 30, 2017 11.68%
October 31, 2017 11.68%
September 30, 2017 11.68%
August 31, 2017 11.68%
July 31, 2017 11.68%
June 30, 2017 11.68%
May 31, 2017 11.68%
April 30, 2017 11.68%

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

11.68%
Minimum
Sep 2016
32.16%
Maximum
Mar 2020
18.25%
Average
16.66%
Median
Dec 2018