Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2021 41.56%
August 31, 2021 41.56%
July 31, 2021 41.56%
June 30, 2021 41.56%
May 31, 2021 41.56%
April 30, 2021 41.56%
March 31, 2021 41.56%
February 28, 2021 41.56%
January 31, 2021 41.56%
December 31, 2020 41.56%
November 30, 2020 41.56%
October 31, 2020 41.56%
September 30, 2020 41.56%
August 31, 2020 41.56%
July 31, 2020 41.56%
June 30, 2020 41.56%
May 31, 2020 41.56%
April 30, 2020 41.56%
March 31, 2020 41.56%
February 29, 2020 17.55%
January 31, 2020 17.55%
December 31, 2019 17.55%
November 30, 2019 17.55%
October 31, 2019 17.55%
September 30, 2019 17.55%
Date Value
August 31, 2019 17.55%
July 31, 2019 17.55%
June 30, 2019 17.55%
May 31, 2019 17.55%
April 30, 2019 17.55%
March 31, 2019 17.55%
February 28, 2019 17.55%
January 31, 2019 17.55%
December 31, 2018 17.55%
November 30, 2018 17.55%
October 31, 2018 17.55%
September 30, 2018 17.55%
August 31, 2018 17.55%
July 31, 2018 17.55%
June 30, 2018 17.80%
May 31, 2018 18.09%
April 30, 2018 18.09%
March 31, 2018 18.09%
February 28, 2018 18.09%
January 31, 2018 18.09%
December 31, 2017 18.09%
November 30, 2017 18.09%
October 31, 2017 18.09%
September 30, 2017 18.09%
August 31, 2017 18.09%

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

17.55%
Minimum
Jul 2018
41.56%
Maximum
Mar 2020
25.34%
Average
18.09%
Median
Oct 2016