Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
November 30, 2021 36.65%
October 31, 2021 36.65%
September 30, 2021 36.65%
August 31, 2021 36.65%
July 31, 2021 36.65%
June 30, 2021 36.65%
May 31, 2021 36.65%
April 30, 2021 36.65%
March 31, 2021 36.65%
February 28, 2021 38.75%
January 31, 2021 42.08%
December 31, 2020 42.08%
November 30, 2020 47.31%
October 31, 2020 47.90%
September 30, 2020 47.90%
August 31, 2020 47.90%
July 31, 2020 47.90%
June 30, 2020 47.90%
May 31, 2020 47.90%
April 30, 2020 47.90%
March 31, 2020 47.90%
February 29, 2020 47.90%
January 31, 2020 47.90%
December 31, 2019 47.90%
November 30, 2019 47.90%
Date Value
October 31, 2019 47.90%
September 30, 2019 47.90%
August 31, 2019 47.90%
July 31, 2019 47.90%
June 30, 2019 47.90%
May 31, 2019 47.90%
April 30, 2019 47.90%
March 31, 2019 47.90%
February 28, 2019 47.90%
January 31, 2019 47.90%
December 31, 2018 47.90%
November 30, 2018 47.90%
October 31, 2018 47.90%
September 30, 2018 47.90%
August 31, 2018 47.90%
July 31, 2018 47.90%
June 30, 2018 47.90%
May 31, 2018 47.90%
April 30, 2018 47.90%
March 31, 2018 47.90%
February 28, 2018 47.90%
January 31, 2018 47.90%
December 31, 2017 47.90%
November 30, 2017 47.90%
October 31, 2017 47.90%

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

36.65%
Minimum
Mar 2021
47.90%
Maximum
Dec 2016
45.86%
Average
47.90%
Median
Dec 2016