Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2021 45.80%
September 30, 2021 45.80%
August 31, 2021 45.80%
July 31, 2021 45.80%
June 30, 2021 45.80%
May 31, 2021 45.80%
April 30, 2021 45.80%
March 31, 2021 45.80%
February 28, 2021 45.80%
January 31, 2021 45.80%
December 31, 2020 45.80%
November 30, 2020 45.80%
October 31, 2020 45.80%
September 30, 2020 45.80%
August 31, 2020 45.80%
July 31, 2020 45.80%
June 30, 2020 45.80%
May 31, 2020 45.80%
April 30, 2020 45.80%
March 31, 2020 45.80%
February 29, 2020 26.45%
January 31, 2020 26.45%
December 31, 2019 26.45%
November 30, 2019 26.45%
October 31, 2019 26.45%
Date Value
September 30, 2019 26.45%
August 31, 2019 26.45%
July 31, 2019 26.45%
June 30, 2019 26.45%
May 31, 2019 26.45%
April 30, 2019 26.45%
March 31, 2019 26.45%
February 28, 2019 26.45%
January 31, 2019 26.45%
December 31, 2018 26.45%
November 30, 2018 23.43%
October 31, 2018 23.43%
September 30, 2018 23.43%
August 31, 2018 23.43%
July 31, 2018 23.43%
June 30, 2018 23.43%
May 31, 2018 23.43%
April 30, 2018 23.43%
March 31, 2018 23.43%
February 28, 2018 23.43%
January 31, 2018 23.43%
December 31, 2017 23.43%
November 30, 2017 23.43%
October 31, 2017 23.43%
September 30, 2017 23.43%

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

23.43%
Minimum
Nov 2016
45.80%
Maximum
Mar 2020
31.65%
Average
26.45%
Median
Dec 2018