Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 29.62%
November 30, 2021 29.62%
October 31, 2021 29.62%
September 30, 2021 29.62%
August 31, 2021 29.62%
July 31, 2021 29.62%
June 30, 2021 29.62%
May 31, 2021 29.62%
April 30, 2021 29.62%
March 31, 2021 29.62%
February 28, 2021 29.62%
January 31, 2021 29.62%
December 31, 2020 29.62%
November 30, 2020 29.62%
October 31, 2020 29.62%
September 30, 2020 29.62%
August 31, 2020 29.62%
July 31, 2020 29.62%
June 30, 2020 29.62%
May 31, 2020 29.62%
April 30, 2020 29.62%
March 31, 2020 29.62%
February 29, 2020 16.66%
January 31, 2020 16.66%
December 31, 2019 16.66%
Date Value
November 30, 2019 16.66%
October 31, 2019 16.66%
September 30, 2019 16.66%
August 31, 2019 16.66%
July 31, 2019 16.66%
June 30, 2019 16.66%
May 31, 2019 16.66%
April 30, 2019 16.66%
March 31, 2019 16.66%
February 28, 2019 16.66%
January 31, 2019 16.66%
December 31, 2018 16.66%
November 30, 2018 13.49%
October 31, 2018 13.49%
September 30, 2018 13.49%
August 31, 2018 13.49%
July 31, 2018 13.49%
June 30, 2018 13.49%
May 31, 2018 13.49%
April 30, 2018 13.49%
March 31, 2018 13.49%
February 28, 2018 13.49%
January 31, 2018 13.49%
December 31, 2017 13.49%
November 30, 2017 13.49%

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

13.49%
Minimum
Mar 2017
29.62%
Maximum
Mar 2020
20.25%
Average
16.66%
Median
Dec 2018