Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2021 52.95%
September 30, 2021 52.95%
August 31, 2021 52.95%
July 31, 2021 52.95%
June 30, 2021 52.95%
May 31, 2021 52.95%
April 30, 2021 52.95%
March 31, 2021 52.95%
February 28, 2021 52.95%
January 31, 2021 52.95%
December 31, 2020 52.95%
November 30, 2020 52.95%
October 31, 2020 52.95%
September 30, 2020 52.95%
August 31, 2020 52.95%
July 31, 2020 52.95%
June 30, 2020 52.95%
May 31, 2020 52.95%
April 30, 2020 52.95%
March 31, 2020 52.95%
February 29, 2020 27.38%
January 31, 2020 27.38%
December 31, 2019 27.38%
November 30, 2019 27.38%
October 31, 2019 27.38%
Date Value
September 30, 2019 27.38%
August 31, 2019 27.38%
July 31, 2019 27.38%
June 30, 2019 27.38%
May 31, 2019 27.38%
April 30, 2019 27.38%
March 31, 2019 27.38%
February 28, 2019 27.38%
January 31, 2019 27.38%
December 31, 2018 27.38%
November 30, 2018 24.19%
October 31, 2018 24.19%
September 30, 2018 24.19%
August 31, 2018 24.19%
July 31, 2018 24.19%
June 30, 2018 24.19%
May 31, 2018 24.19%
April 30, 2018 24.19%
March 31, 2018 24.19%
February 28, 2018 24.19%
January 31, 2018 24.19%
December 31, 2017 24.19%
November 30, 2017 24.19%
October 31, 2017 24.19%
September 30, 2017 24.19%

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

24.19%
Minimum
Dec 2016
52.95%
Maximum
Mar 2020
34.75%
Average
27.38%
Median
Dec 2018