Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
August 31, 2021 42.12%
July 31, 2021 42.12%
June 30, 2021 42.12%
May 31, 2021 42.12%
April 30, 2021 42.12%
March 31, 2021 42.12%
February 28, 2021 42.12%
January 31, 2021 42.12%
December 31, 2020 42.12%
November 30, 2020 42.12%
October 31, 2020 42.12%
September 30, 2020 42.12%
August 31, 2020 42.12%
July 31, 2020 42.12%
June 30, 2020 42.12%
May 31, 2020 42.12%
April 30, 2020 42.12%
March 31, 2020 42.12%
February 29, 2020 28.56%
January 31, 2020 28.56%
December 31, 2019 28.56%
November 30, 2019 28.56%
October 31, 2019 28.56%
September 30, 2019 28.56%
August 31, 2019 28.56%
Date Value
July 31, 2019 28.56%
June 30, 2019 28.56%
May 31, 2019 28.56%
April 30, 2019 28.56%
March 31, 2019 28.56%
February 28, 2019 28.56%
January 31, 2019 28.56%
December 31, 2018 28.56%
November 30, 2018 25.46%
October 31, 2018 25.46%
September 30, 2018 25.46%
August 31, 2018 25.46%
July 31, 2018 25.46%
June 30, 2018 25.46%
May 31, 2018 25.46%
April 30, 2018 25.46%
March 31, 2018 25.46%
February 28, 2018 25.46%
January 31, 2018 25.46%
December 31, 2017 25.46%
November 30, 2017 25.46%
October 31, 2017 25.46%
September 30, 2017 25.46%
August 31, 2017 25.46%
July 31, 2017 25.46%

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

25.46%
Minimum
Sep 2016
42.12%
Maximum
Mar 2020
31.24%
Average
28.56%
Median
Dec 2018