Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 43.70%
November 30, 2021 43.70%
October 31, 2021 43.70%
September 30, 2021 43.70%
August 31, 2021 43.70%
July 31, 2021 43.70%
June 30, 2021 43.70%
May 31, 2021 43.70%
April 30, 2021 43.70%
March 31, 2021 43.70%
February 28, 2021 43.70%
January 31, 2021 43.70%
December 31, 2020 43.70%
November 30, 2020 43.70%
October 31, 2020 43.70%
September 30, 2020 43.70%
August 31, 2020 43.70%
July 31, 2020 43.70%
June 30, 2020 43.70%
May 31, 2020 43.70%
April 30, 2020 43.70%
March 31, 2020 43.70%
February 29, 2020 27.47%
January 31, 2020 27.47%
December 31, 2019 27.47%
Date Value
November 30, 2019 27.47%
October 31, 2019 27.47%
September 30, 2019 27.47%
August 31, 2019 27.47%
July 31, 2019 27.47%
June 30, 2019 27.47%
May 31, 2019 27.47%
April 30, 2019 27.47%
March 31, 2019 27.47%
February 28, 2019 27.47%
January 31, 2019 27.47%
December 31, 2018 27.47%
November 30, 2018 26.99%
October 31, 2018 26.99%
September 30, 2018 26.99%
August 31, 2018 26.99%
July 31, 2018 26.99%
June 30, 2018 26.99%
May 31, 2018 26.99%
April 30, 2018 26.99%
March 31, 2018 26.99%
February 28, 2018 26.99%
January 31, 2018 26.99%
December 31, 2017 26.99%
November 30, 2017 26.99%

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

26.99%
Minimum
Jan 2017
43.70%
Maximum
Mar 2020
33.23%
Average
27.47%
Median
Dec 2018