Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
April 30, 2021 35.39%
March 31, 2021 35.39%
February 28, 2021 35.39%
January 31, 2021 35.39%
December 31, 2020 35.39%
November 30, 2020 35.39%
October 31, 2020 35.39%
September 30, 2020 35.39%
August 31, 2020 35.39%
July 31, 2020 35.39%
June 30, 2020 35.39%
May 31, 2020 35.39%
April 30, 2020 35.39%
March 31, 2020 35.39%
February 29, 2020 22.43%
January 31, 2020 22.43%
December 31, 2019 22.43%
November 30, 2019 22.43%
October 31, 2019 22.43%
September 30, 2019 22.43%
August 31, 2019 22.43%
July 31, 2019 22.43%
June 30, 2019 22.43%
May 31, 2019 22.43%
April 30, 2019 22.43%
Date Value
March 31, 2019 22.43%
February 28, 2019 22.43%
January 31, 2019 22.43%
December 31, 2018 22.43%
November 30, 2018 19.39%
October 31, 2018 19.39%
September 30, 2018 19.39%
August 31, 2018 19.39%
July 31, 2018 19.39%
June 30, 2018 19.39%
May 31, 2018 19.39%
April 30, 2018 19.39%
March 31, 2018 19.39%
February 28, 2018 19.39%
January 31, 2018 19.39%
December 31, 2017 19.39%
November 30, 2017 19.39%
October 31, 2017 19.39%
September 30, 2017 19.39%
August 31, 2017 19.39%
July 31, 2017 19.39%
June 30, 2017 19.39%
May 31, 2017 19.39%
April 30, 2017 19.39%
March 31, 2017 19.39%

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

19.39%
Minimum
Aug 2016
35.39%
Maximum
Mar 2020
24.12%
Average
22.43%
Median
Dec 2018