Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2021 34.08%
September 30, 2021 34.08%
August 31, 2021 34.08%
July 31, 2021 34.08%
June 30, 2021 34.08%
May 31, 2021 34.08%
April 30, 2021 34.08%
March 31, 2021 34.08%
February 28, 2021 34.08%
January 31, 2021 34.08%
December 31, 2020 34.08%
November 30, 2020 34.08%
October 31, 2020 34.08%
September 30, 2020 34.08%
August 31, 2020 34.08%
July 31, 2020 34.08%
June 30, 2020 34.08%
May 31, 2020 34.08%
April 30, 2020 34.08%
March 31, 2020 34.08%
February 29, 2020 26.13%
January 31, 2020 26.13%
December 31, 2019 26.13%
November 30, 2019 26.13%
October 31, 2019 26.13%
Date Value
September 30, 2019 26.13%
August 31, 2019 26.13%
July 31, 2019 26.13%
June 30, 2019 26.13%
May 31, 2019 26.13%
April 30, 2019 26.13%
March 31, 2019 26.13%
February 28, 2019 26.13%
January 31, 2019 26.13%
December 31, 2018 26.13%
November 30, 2018 26.13%
October 31, 2018 26.13%
September 30, 2018 26.13%
August 31, 2018 26.13%
July 31, 2018 26.13%
June 30, 2018 26.13%
May 31, 2018 26.13%
April 30, 2018 26.13%
March 31, 2018 26.13%
February 28, 2018 26.13%
January 31, 2018 26.13%
December 31, 2017 26.13%
November 30, 2017 26.13%
October 31, 2017 26.13%
September 30, 2017 26.13%

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

26.13%
Minimum
Nov 2016
34.08%
Maximum
Mar 2020
28.78%
Average
26.13%
Median
Nov 2016