Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
June 30, 2021 31.44%
May 31, 2021 31.44%
April 30, 2021 31.44%
March 31, 2021 31.44%
February 28, 2021 31.44%
January 31, 2021 31.44%
December 31, 2020 31.44%
November 30, 2020 31.44%
October 31, 2020 31.44%
September 30, 2020 31.44%
August 31, 2020 31.44%
July 31, 2020 31.44%
June 30, 2020 31.44%
May 31, 2020 31.44%
April 30, 2020 31.44%
March 31, 2020 31.44%
February 29, 2020 20.22%
January 31, 2020 20.22%
December 31, 2019 20.22%
November 30, 2019 20.22%
October 31, 2019 20.22%
September 30, 2019 20.22%
August 31, 2019 20.22%
July 31, 2019 20.22%
June 30, 2019 20.22%
Date Value
May 31, 2019 20.22%
April 30, 2019 20.22%
March 31, 2019 20.22%
February 28, 2019 20.22%
January 31, 2019 20.22%
December 31, 2018 20.22%
November 30, 2018 17.47%
October 31, 2018 17.47%
September 30, 2018 17.47%
August 31, 2018 17.47%
July 31, 2018 17.47%
June 30, 2018 17.47%
May 31, 2018 17.47%
April 30, 2018 17.47%
March 31, 2018 17.47%
February 28, 2018 17.47%
January 31, 2018 17.47%
December 31, 2017 17.47%
November 30, 2017 17.47%
October 31, 2017 17.47%
September 30, 2017 17.47%
August 31, 2017 17.47%
July 31, 2017 17.47%
June 30, 2017 17.47%
May 31, 2017 17.47%

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

17.47%
Minimum
Aug 2016
31.44%
Maximum
Mar 2020
21.94%
Average
20.22%
Median
Dec 2018