Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 41.23%
November 30, 2021 41.23%
October 31, 2021 41.23%
September 30, 2021 41.23%
August 31, 2021 41.23%
July 31, 2021 41.23%
June 30, 2021 41.23%
May 31, 2021 41.23%
April 30, 2021 41.23%
March 31, 2021 41.23%
February 28, 2021 41.23%
January 31, 2021 41.23%
December 31, 2020 41.23%
November 30, 2020 41.23%
October 31, 2020 41.23%
September 30, 2020 41.23%
August 31, 2020 41.23%
July 31, 2020 41.23%
June 30, 2020 41.23%
May 31, 2020 41.23%
April 30, 2020 41.23%
March 31, 2020 41.23%
February 29, 2020 16.14%
January 31, 2020 16.14%
December 31, 2019 16.14%
Date Value
November 30, 2019 16.14%
October 31, 2019 16.14%
September 30, 2019 16.14%
August 31, 2019 16.14%
July 31, 2019 16.14%
June 30, 2019 16.14%
May 31, 2019 16.14%
April 30, 2019 16.14%
March 31, 2019 16.14%
February 28, 2019 16.14%
January 31, 2019 16.14%
December 31, 2018 16.14%
November 30, 2018 16.14%
October 31, 2018 16.14%
September 30, 2018 16.14%
August 31, 2018 16.14%
July 31, 2018 16.14%
June 30, 2018 16.26%
May 31, 2018 16.56%
April 30, 2018 16.56%
March 31, 2018 16.56%
February 28, 2018 16.56%
January 31, 2018 16.56%
December 31, 2017 16.56%
November 30, 2017 16.56%

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

16.14%
Minimum
Jul 2018
41.23%
Maximum
Mar 2020
25.46%
Average
16.56%
Median
Jan 2017