Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 43.43%
November 30, 2021 43.43%
October 31, 2021 43.43%
September 30, 2021 43.43%
August 31, 2021 43.43%
July 31, 2021 43.43%
June 30, 2021 43.43%
May 31, 2021 43.43%
April 30, 2021 43.43%
March 31, 2021 43.43%
February 28, 2021 43.43%
January 31, 2021 43.43%
December 31, 2020 43.43%
November 30, 2020 43.43%
October 31, 2020 43.43%
September 30, 2020 43.43%
August 31, 2020 43.43%
July 31, 2020 43.43%
June 30, 2020 43.43%
May 31, 2020 43.43%
April 30, 2020 43.43%
March 31, 2020 43.43%
February 29, 2020 16.91%
January 31, 2020 16.91%
December 31, 2019 16.91%
Date Value
November 30, 2019 16.91%
October 31, 2019 16.91%
September 30, 2019 16.91%
August 31, 2019 16.91%
July 31, 2019 16.91%
June 30, 2019 16.91%
May 31, 2019 16.91%
April 30, 2019 16.91%
March 31, 2019 16.91%
February 28, 2019 16.91%
January 31, 2019 16.91%
December 31, 2018 16.91%
November 30, 2018 16.91%
October 31, 2018 16.91%
September 30, 2018 16.91%
August 31, 2018 16.91%
July 31, 2018 16.91%
June 30, 2018 17.38%
May 31, 2018 17.80%
April 30, 2018 17.80%
March 31, 2018 17.80%
February 28, 2018 17.80%
January 31, 2018 17.80%
December 31, 2017 17.80%
November 30, 2017 17.80%

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

16.91%
Minimum
Jul 2018
43.43%
Maximum
Mar 2020
26.90%
Average
17.80%
Median
Jan 2017