Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2021 42.34%
August 31, 2021 42.34%
July 31, 2021 42.34%
June 30, 2021 42.34%
May 31, 2021 42.34%
April 30, 2021 42.34%
March 31, 2021 42.34%
February 28, 2021 42.34%
January 31, 2021 42.34%
December 31, 2020 42.34%
November 30, 2020 42.34%
October 31, 2020 42.34%
September 30, 2020 42.34%
August 31, 2020 42.34%
July 31, 2020 42.34%
June 30, 2020 42.34%
May 31, 2020 42.34%
April 30, 2020 42.34%
March 31, 2020 42.34%
February 29, 2020 26.99%
January 31, 2020 26.99%
December 31, 2019 26.99%
November 30, 2019 26.99%
October 31, 2019 26.99%
September 30, 2019 26.99%
Date Value
August 31, 2019 26.99%
July 31, 2019 26.99%
June 30, 2019 26.99%
May 31, 2019 26.99%
April 30, 2019 26.99%
March 31, 2019 26.99%
February 28, 2019 26.99%
January 31, 2019 26.99%
December 31, 2018 26.99%
November 30, 2018 25.96%
October 31, 2018 25.96%
September 30, 2018 25.96%
August 31, 2018 25.96%
July 31, 2018 25.96%
June 30, 2018 25.96%
May 31, 2018 25.96%
April 30, 2018 25.96%
March 31, 2018 25.96%
February 28, 2018 25.96%
January 31, 2018 25.96%
December 31, 2017 25.96%
November 30, 2017 25.96%
October 31, 2017 25.96%
September 30, 2017 25.96%
August 31, 2017 25.96%

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

25.96%
Minimum
Oct 2016
42.34%
Maximum
Mar 2020
31.41%
Average
26.99%
Median
Dec 2018