Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2021 42.77%
August 31, 2021 42.77%
July 31, 2021 42.77%
June 30, 2021 42.77%
May 31, 2021 42.77%
April 30, 2021 42.77%
March 31, 2021 42.77%
February 28, 2021 42.77%
January 31, 2021 42.77%
December 31, 2020 42.77%
November 30, 2020 42.77%
October 31, 2020 42.77%
September 30, 2020 42.77%
August 31, 2020 42.77%
July 31, 2020 42.77%
June 30, 2020 42.77%
May 31, 2020 42.77%
April 30, 2020 42.77%
March 31, 2020 42.77%
February 29, 2020 20.71%
January 31, 2020 20.71%
December 31, 2019 20.71%
November 30, 2019 20.71%
October 31, 2019 20.71%
September 30, 2019 20.71%
Date Value
August 31, 2019 20.71%
July 31, 2019 20.71%
June 30, 2019 20.71%
May 31, 2019 20.71%
April 30, 2019 20.71%
March 31, 2019 20.71%
February 28, 2019 20.71%
January 31, 2019 20.71%
December 31, 2018 20.71%
November 30, 2018 18.72%
October 31, 2018 18.72%
September 30, 2018 18.72%
August 31, 2018 18.72%
July 31, 2018 18.72%
June 30, 2018 18.72%
May 31, 2018 18.72%
April 30, 2018 18.72%
March 31, 2018 18.72%
February 28, 2018 18.72%
January 31, 2018 18.72%
December 31, 2017 18.72%
November 30, 2017 18.72%
October 31, 2017 18.72%
September 30, 2017 18.72%
August 31, 2017 18.72%

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

18.72%
Minimum
Oct 2016
42.77%
Maximum
Mar 2020
26.83%
Average
20.71%
Median
Dec 2018