Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2021 29.69%
August 31, 2021 29.69%
July 31, 2021 29.69%
June 30, 2021 29.69%
May 31, 2021 29.69%
April 30, 2021 29.69%
March 31, 2021 29.69%
February 28, 2021 29.69%
January 31, 2021 29.69%
December 31, 2020 29.69%
November 30, 2020 29.69%
October 31, 2020 29.69%
September 30, 2020 29.69%
August 31, 2020 29.69%
July 31, 2020 29.69%
June 30, 2020 29.69%
May 31, 2020 29.69%
April 30, 2020 29.69%
March 31, 2020 29.69%
February 29, 2020 16.90%
January 31, 2020 16.90%
December 31, 2019 16.90%
November 30, 2019 16.90%
October 31, 2019 16.90%
September 30, 2019 16.90%
Date Value
August 31, 2019 16.90%
July 31, 2019 16.90%
June 30, 2019 16.90%
May 31, 2019 16.90%
April 30, 2019 16.90%
March 31, 2019 16.90%
February 28, 2019 16.90%
January 31, 2019 16.90%
December 31, 2018 16.90%
November 30, 2018 13.59%
October 31, 2018 13.59%
September 30, 2018 13.59%
August 31, 2018 13.59%
July 31, 2018 13.59%
June 30, 2018 13.59%
May 31, 2018 13.59%
April 30, 2018 13.59%
March 31, 2018 13.59%
February 28, 2018 13.59%
January 31, 2018 13.59%
December 31, 2017 13.59%
November 30, 2017 13.59%
October 31, 2017 13.59%
September 30, 2017 13.59%
August 31, 2017 13.59%

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

13.59%
Minimum
Oct 2016
29.69%
Maximum
Mar 2020
19.52%
Average
16.90%
Median
Dec 2018