Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2021 54.92%
August 31, 2021 54.92%
July 31, 2021 54.92%
June 30, 2021 54.92%
May 31, 2021 54.92%
April 30, 2021 54.92%
March 31, 2021 54.92%
February 28, 2021 54.92%
January 31, 2021 54.92%
December 31, 2020 54.92%
November 30, 2020 54.92%
October 31, 2020 54.92%
September 30, 2020 54.92%
August 31, 2020 54.92%
July 31, 2020 54.92%
June 30, 2020 54.92%
May 31, 2020 54.92%
April 30, 2020 54.92%
March 31, 2020 54.92%
February 29, 2020 26.67%
January 31, 2020 26.67%
December 31, 2019 26.67%
November 30, 2019 26.67%
October 31, 2019 26.67%
September 30, 2019 26.67%
Date Value
August 31, 2019 26.67%
July 31, 2019 26.67%
June 30, 2019 26.67%
May 31, 2019 26.67%
April 30, 2019 26.67%
March 31, 2019 26.67%
February 28, 2019 26.67%
January 31, 2019 26.67%
December 31, 2018 26.67%
November 30, 2018 20.11%
October 31, 2018 20.11%
September 30, 2018 20.11%
August 31, 2018 20.11%
July 31, 2018 20.11%
June 30, 2018 20.11%
May 31, 2018 20.11%
April 30, 2018 20.11%
March 31, 2018 20.11%
February 28, 2018 20.11%
January 31, 2018 20.11%
December 31, 2017 20.11%
November 30, 2017 20.11%
October 31, 2017 20.11%
September 30, 2017 20.11%
August 31, 2017 20.11%

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

20.11%
Minimum
Oct 2016
54.92%
Maximum
Mar 2020
32.77%
Average
26.67%
Median
Dec 2018