Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
November 30, 2021 39.65%
October 31, 2021 39.65%
September 30, 2021 39.65%
August 31, 2021 39.65%
July 31, 2021 39.65%
June 30, 2021 39.65%
May 31, 2021 39.65%
April 30, 2021 39.65%
March 31, 2021 39.65%
February 28, 2021 39.65%
January 31, 2021 39.65%
December 31, 2020 39.65%
November 30, 2020 39.65%
October 31, 2020 39.65%
September 30, 2020 39.65%
August 31, 2020 39.65%
July 31, 2020 39.65%
June 30, 2020 39.65%
May 31, 2020 39.65%
April 30, 2020 39.65%
March 31, 2020 39.65%
February 29, 2020 21.70%
January 31, 2020 21.70%
December 31, 2019 21.70%
November 30, 2019 21.70%
Date Value
October 31, 2019 21.70%
September 30, 2019 21.70%
August 31, 2019 21.70%
July 31, 2019 21.70%
June 30, 2019 21.70%
May 31, 2019 21.70%
April 30, 2019 21.70%
March 31, 2019 21.70%
February 28, 2019 21.70%
January 31, 2019 21.70%
December 31, 2018 21.70%
November 30, 2018 19.23%
October 31, 2018 19.23%
September 30, 2018 19.23%
August 31, 2018 19.23%
July 31, 2018 19.23%
June 30, 2018 19.23%
May 31, 2018 19.23%
April 30, 2018 19.23%
March 31, 2018 19.23%
February 28, 2018 19.23%
January 31, 2018 19.23%
December 31, 2017 19.23%
November 30, 2017 19.23%
October 31, 2017 19.23%

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

19.23%
Minimum
Dec 2016
39.65%
Maximum
Mar 2020
27.00%
Average
21.70%
Median
Dec 2018