Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 26.55%
November 30, 2021 26.55%
October 31, 2021 26.55%
September 30, 2021 26.55%
August 31, 2021 26.55%
July 31, 2021 26.55%
June 30, 2021 26.55%
May 31, 2021 26.55%
April 30, 2021 26.55%
March 31, 2021 26.55%
February 28, 2021 26.55%
January 31, 2021 26.55%
December 31, 2020 26.55%
November 30, 2020 26.55%
October 31, 2020 26.55%
September 30, 2020 26.55%
August 31, 2020 26.55%
July 31, 2020 26.55%
June 30, 2020 26.55%
May 31, 2020 26.55%
April 30, 2020 26.55%
March 31, 2020 26.55%
February 29, 2020 14.27%
January 31, 2020 14.27%
December 31, 2019 14.27%
Date Value
November 30, 2019 14.27%
October 31, 2019 14.27%
September 30, 2019 14.27%
August 31, 2019 14.27%
July 31, 2019 14.27%
June 30, 2019 14.27%
May 31, 2019 14.27%
April 30, 2019 14.27%
March 31, 2019 14.27%
February 28, 2019 14.27%
January 31, 2019 14.27%
December 31, 2018 14.27%
November 30, 2018 13.78%
October 31, 2018 13.78%
September 30, 2018 13.78%
August 31, 2018 13.78%
July 31, 2018 13.78%
June 30, 2018 13.78%
May 31, 2018 13.78%
April 30, 2018 13.78%
March 31, 2018 13.78%
February 28, 2018 13.78%
January 31, 2018 13.78%
December 31, 2017 13.78%
November 30, 2017 13.78%

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

13.78%
Minimum
Nov 2017
26.55%
Maximum
Mar 2020
19.94%
Average
19.53%
Median