Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
August 31, 2021 30.90%
July 31, 2021 30.90%
June 30, 2021 30.90%
May 31, 2021 30.90%
April 30, 2021 30.90%
March 31, 2021 30.90%
February 28, 2021 30.90%
January 31, 2021 30.90%
December 31, 2020 30.90%
November 30, 2020 30.90%
October 31, 2020 30.90%
September 30, 2020 30.90%
August 31, 2020 30.90%
July 31, 2020 30.90%
June 30, 2020 30.90%
May 31, 2020 30.90%
April 30, 2020 30.90%
March 31, 2020 30.90%
February 29, 2020 21.71%
January 31, 2020 21.71%
December 31, 2019 21.71%
November 30, 2019 21.71%
October 31, 2019 21.71%
September 30, 2019 21.71%
August 31, 2019 21.71%
Date Value
July 31, 2019 21.71%
June 30, 2019 21.71%
May 31, 2019 21.71%
April 30, 2019 21.71%
March 31, 2019 21.71%
February 28, 2019 21.71%
January 31, 2019 21.71%
December 31, 2018 21.71%
November 30, 2018 18.31%
October 31, 2018 18.31%
September 30, 2018 18.31%
August 31, 2018 18.31%
July 31, 2018 18.31%
June 30, 2018 18.31%
May 31, 2018 18.31%
April 30, 2018 18.31%
March 31, 2018 18.31%
February 28, 2018 18.31%
January 31, 2018 18.31%
December 31, 2017 18.31%
November 30, 2017 18.31%
October 31, 2017 18.31%
September 30, 2017 18.31%
August 31, 2017 18.31%
July 31, 2017 18.31%

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

18.31%
Minimum
Oct 2016
30.90%
Maximum
Mar 2020
22.97%
Average
21.71%
Median
Dec 2018