Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2021 47.29%
September 30, 2021 47.29%
August 31, 2021 47.29%
July 31, 2021 47.29%
June 30, 2021 47.29%
May 31, 2021 47.29%
April 30, 2021 47.29%
March 31, 2021 47.29%
February 28, 2021 47.29%
January 31, 2021 47.29%
December 31, 2020 47.29%
November 30, 2020 47.29%
October 31, 2020 47.29%
September 30, 2020 47.29%
August 31, 2020 47.29%
July 31, 2020 47.29%
June 30, 2020 47.29%
May 31, 2020 47.29%
April 30, 2020 47.29%
March 31, 2020 47.29%
February 29, 2020 26.92%
January 31, 2020 26.92%
December 31, 2019 26.92%
November 30, 2019 26.92%
October 31, 2019 26.92%
Date Value
September 30, 2019 26.92%
August 31, 2019 26.92%
July 31, 2019 26.92%
June 30, 2019 26.92%
May 31, 2019 26.92%
April 30, 2019 26.92%
March 31, 2019 26.92%
February 28, 2019 26.92%
January 31, 2019 26.92%
December 31, 2018 26.92%
November 30, 2018 26.92%
October 31, 2018 26.92%
September 30, 2018 26.92%
August 31, 2018 26.92%
July 31, 2018 26.92%
June 30, 2018 26.92%
May 31, 2018 26.92%
April 30, 2018 26.92%
March 31, 2018 26.92%
February 28, 2018 26.92%
January 31, 2018 26.92%
December 31, 2017 26.92%
November 30, 2017 26.92%
October 31, 2017 26.92%
September 30, 2017 26.92%

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

26.92%
Minimum
Nov 2016
47.29%
Maximum
Nov 2020
33.71%
Average
26.92%
Median
Nov 2016