Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
August 31, 2021 56.59%
July 31, 2021 56.59%
June 30, 2021 56.59%
May 31, 2021 56.59%
April 30, 2021 56.59%
March 31, 2021 56.59%
February 28, 2021 56.59%
January 31, 2021 56.59%
December 31, 2020 56.59%
November 30, 2020 56.59%
October 31, 2020 56.59%
September 30, 2020 56.59%
August 31, 2020 56.59%
July 31, 2020 56.59%
June 30, 2020 56.59%
May 31, 2020 56.59%
April 30, 2020 56.59%
March 31, 2020 56.59%
February 29, 2020 27.43%
January 31, 2020 27.43%
December 31, 2019 27.43%
November 30, 2019 27.43%
October 31, 2019 27.43%
September 30, 2019 27.43%
August 31, 2019 27.43%
Date Value
July 31, 2019 27.43%
June 30, 2019 27.43%
May 31, 2019 27.43%
April 30, 2019 27.43%
March 31, 2019 27.43%
February 28, 2019 27.43%
January 31, 2019 27.43%
December 31, 2018 27.43%
November 30, 2018 21.70%
October 31, 2018 21.70%
September 30, 2018 21.70%
August 31, 2018 21.70%
July 31, 2018 21.70%
June 30, 2018 21.70%
May 31, 2018 21.70%
April 30, 2018 21.70%
March 31, 2018 21.70%
February 28, 2018 21.70%
January 31, 2018 21.70%
December 31, 2017 21.70%
November 30, 2017 21.70%
October 31, 2017 21.70%
September 30, 2017 21.70%
August 31, 2017 21.70%
July 31, 2017 21.70%

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

21.70%
Minimum
Sep 2016
56.59%
Maximum
Mar 2020
33.60%
Average
27.43%
Median
Dec 2018