Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2021 44.64%
September 30, 2021 44.64%
August 31, 2021 44.64%
July 31, 2021 44.64%
June 30, 2021 44.64%
May 31, 2021 44.64%
April 30, 2021 44.64%
March 31, 2021 44.64%
February 28, 2021 44.64%
January 31, 2021 44.64%
December 31, 2020 44.64%
November 30, 2020 44.64%
October 31, 2020 44.64%
September 30, 2020 44.64%
August 31, 2020 44.64%
July 31, 2020 44.64%
June 30, 2020 44.64%
May 31, 2020 44.64%
April 30, 2020 44.64%
March 31, 2020 44.64%
February 29, 2020 26.80%
January 31, 2020 26.80%
December 31, 2019 26.80%
November 30, 2019 26.80%
October 31, 2019 26.80%
Date Value
September 30, 2019 26.80%
August 31, 2019 26.80%
July 31, 2019 26.80%
June 30, 2019 26.80%
May 31, 2019 26.80%
April 30, 2019 26.80%
March 31, 2019 26.80%
February 28, 2019 26.80%
January 31, 2019 26.80%
December 31, 2018 26.80%
November 30, 2018 25.84%
October 31, 2018 25.84%
September 30, 2018 25.84%
August 31, 2018 25.84%
July 31, 2018 25.84%
June 30, 2018 25.84%
May 31, 2018 25.84%
April 30, 2018 25.84%
March 31, 2018 25.84%
February 28, 2018 25.84%
January 31, 2018 25.84%
December 31, 2017 25.84%
November 30, 2017 25.84%
October 31, 2017 25.84%
September 30, 2017 25.84%

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

25.84%
Minimum
Dec 2016
44.64%
Maximum
Mar 2020
32.46%
Average
26.80%
Median
Dec 2018