Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2021 47.92%
September 30, 2021 47.92%
August 31, 2021 47.92%
July 31, 2021 47.92%
June 30, 2021 47.92%
May 31, 2021 47.92%
April 30, 2021 47.92%
March 31, 2021 47.92%
February 28, 2021 47.92%
January 31, 2021 47.92%
December 31, 2020 47.92%
November 30, 2020 47.92%
October 31, 2020 47.92%
September 30, 2020 47.92%
August 31, 2020 47.92%
July 31, 2020 47.92%
June 30, 2020 47.92%
May 31, 2020 47.92%
April 30, 2020 47.92%
March 31, 2020 47.92%
February 29, 2020 28.49%
January 31, 2020 28.49%
December 31, 2019 28.49%
November 30, 2019 28.49%
October 31, 2019 28.49%
Date Value
September 30, 2019 28.49%
August 31, 2019 28.49%
July 31, 2019 28.49%
June 30, 2019 28.49%
May 31, 2019 28.49%
April 30, 2019 28.49%
March 31, 2019 28.49%
February 28, 2019 28.49%
January 31, 2019 28.49%
December 31, 2018 28.49%
November 30, 2018 20.81%
October 31, 2018 20.81%
September 30, 2018 20.81%
August 31, 2018 20.81%
July 31, 2018 20.81%
June 30, 2018 20.81%
May 31, 2018 20.81%
April 30, 2018 20.81%
March 31, 2018 20.81%
February 28, 2018 20.81%
January 31, 2018 20.81%
December 31, 2017 20.81%
November 30, 2017 20.81%
October 31, 2017 20.81%
September 30, 2017 20.81%

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

20.81%
Minimum
Dec 2016
47.92%
Maximum
Mar 2020
31.95%
Average
28.49%
Median
Dec 2018