Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 25.79%
November 30, 2021 25.79%
October 31, 2021 25.79%
September 30, 2021 25.79%
August 31, 2021 25.79%
July 31, 2021 25.79%
June 30, 2021 25.79%
May 31, 2021 25.79%
April 30, 2021 25.79%
March 31, 2021 25.79%
February 28, 2021 25.79%
January 31, 2021 25.79%
December 31, 2020 25.79%
November 30, 2020 25.79%
October 31, 2020 25.79%
September 30, 2020 25.79%
August 31, 2020 25.79%
July 31, 2020 25.79%
June 30, 2020 25.79%
May 31, 2020 25.79%
April 30, 2020 25.79%
March 31, 2020 25.79%
February 29, 2020 15.23%
January 31, 2020 15.23%
December 31, 2019 15.23%
Date Value
November 30, 2019 15.23%
October 31, 2019 15.23%
September 30, 2019 15.23%
August 31, 2019 15.23%
July 31, 2019 15.23%
June 30, 2019 15.23%
May 31, 2019 15.23%
April 30, 2019 15.23%
March 31, 2019 15.23%
February 28, 2019 15.23%
January 31, 2019 15.23%
December 31, 2018 15.23%
November 30, 2018 11.18%
October 31, 2018 11.18%
September 30, 2018 11.18%
August 31, 2018 11.18%
July 31, 2018 11.18%
June 30, 2018 11.18%
May 31, 2018 11.18%
April 30, 2018 11.18%
March 31, 2018 11.18%
February 28, 2018 11.18%
January 31, 2018 11.18%
December 31, 2017 11.18%
November 30, 2017 11.18%

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

11.18%
Minimum
Jan 2017
25.79%
Maximum
Mar 2020
17.55%
Average
15.23%
Median
Dec 2018