Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2020 41.22%
November 30, 2020 41.22%
October 31, 2020 41.22%
September 30, 2020 41.22%
August 31, 2020 41.22%
July 31, 2020 41.22%
June 30, 2020 41.22%
May 31, 2020 41.22%
April 30, 2020 41.22%
March 31, 2020 41.22%
February 29, 2020 16.26%
January 31, 2020 16.26%
December 31, 2019 16.26%
November 30, 2019 16.26%
October 31, 2019 16.26%
September 30, 2019 16.26%
August 31, 2019 16.26%
July 31, 2019 16.26%
June 30, 2019 16.26%
May 31, 2019 16.26%
April 30, 2019 16.26%
March 31, 2019 16.26%
February 28, 2019 16.26%
January 31, 2019 16.26%
December 31, 2018 16.26%
Date Value
November 30, 2018 16.26%
October 31, 2018 16.26%
September 30, 2018 16.26%
August 31, 2018 16.26%
July 31, 2018 16.26%
June 30, 2018 16.31%
May 31, 2018 16.61%
April 30, 2018 16.61%
March 31, 2018 16.61%
February 28, 2018 16.61%
January 31, 2018 16.61%
December 31, 2017 16.61%
November 30, 2017 16.61%
October 31, 2017 16.61%
September 30, 2017 16.61%
August 31, 2017 16.61%
July 31, 2017 16.61%
June 30, 2017 16.61%
May 31, 2017 16.61%
April 30, 2017 16.61%
March 31, 2017 16.61%
February 28, 2017 16.61%
January 31, 2017 16.61%
December 31, 2016 16.61%
November 30, 2016 16.61%

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

16.26%
Minimum
Jul 2018
41.22%
Maximum
Mar 2020
22.45%
Average
16.61%
Median
Oct 2016