Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
November 30, 2021 45.21%
October 31, 2021 45.21%
September 30, 2021 45.21%
August 31, 2021 45.21%
July 31, 2021 45.21%
June 30, 2021 45.21%
May 31, 2021 45.21%
April 30, 2021 45.21%
March 31, 2021 45.21%
February 28, 2021 45.21%
January 31, 2021 45.21%
December 31, 2020 45.21%
November 30, 2020 45.21%
October 31, 2020 45.21%
September 30, 2020 45.21%
August 31, 2020 45.21%
July 31, 2020 45.21%
June 30, 2020 45.21%
May 31, 2020 45.21%
April 30, 2020 45.21%
March 31, 2020 45.21%
February 29, 2020 27.54%
January 31, 2020 27.54%
December 31, 2019 27.54%
November 30, 2019 27.54%
Date Value
October 31, 2019 27.54%
September 30, 2019 27.54%
August 31, 2019 27.54%
July 31, 2019 27.54%
June 30, 2019 27.54%
May 31, 2019 27.54%
April 30, 2019 27.54%
March 31, 2019 27.54%
February 28, 2019 27.54%
January 31, 2019 27.54%
December 31, 2018 27.54%
November 30, 2018 20.68%
October 31, 2018 20.68%
September 30, 2018 20.68%
August 31, 2018 20.68%
July 31, 2018 20.68%
June 30, 2018 20.68%
May 31, 2018 20.68%
April 30, 2018 20.68%
March 31, 2018 20.68%
February 28, 2018 20.68%
January 31, 2018 20.68%
December 31, 2017 20.68%
November 30, 2017 20.68%
October 31, 2017 20.68%

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

20.68%
Minimum
Dec 2016
45.21%
Maximum
Mar 2020
30.98%
Average
27.54%
Median
Dec 2018