Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2021 34.19%
September 30, 2021 34.19%
August 31, 2021 34.19%
July 31, 2021 34.19%
June 30, 2021 34.19%
May 31, 2021 34.19%
April 30, 2021 34.19%
March 31, 2021 34.19%
February 28, 2021 34.19%
January 31, 2021 34.19%
December 31, 2020 34.19%
November 30, 2020 34.19%
October 31, 2020 34.19%
September 30, 2020 34.19%
August 31, 2020 34.19%
July 31, 2020 34.19%
June 30, 2020 34.19%
May 31, 2020 34.19%
April 30, 2020 34.19%
March 31, 2020 34.19%
February 29, 2020 19.21%
January 31, 2020 19.21%
December 31, 2019 19.21%
November 30, 2019 19.21%
October 31, 2019 19.21%
Date Value
September 30, 2019 19.21%
August 31, 2019 19.21%
July 31, 2019 19.21%
June 30, 2019 19.21%
May 31, 2019 19.21%
April 30, 2019 19.21%
March 31, 2019 19.21%
February 28, 2019 19.21%
January 31, 2019 19.21%
December 31, 2018 19.21%
November 30, 2018 15.76%
October 31, 2018 15.76%
September 30, 2018 15.76%
August 31, 2018 15.76%
July 31, 2018 15.76%
June 30, 2018 15.76%
May 31, 2018 15.76%
April 30, 2018 15.76%
March 31, 2018 15.76%
February 28, 2018 15.76%
January 31, 2018 15.76%
December 31, 2017 15.76%
November 30, 2017 15.76%
October 31, 2017 15.76%
September 30, 2017 15.76%

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

15.76%
Minimum
Apr 2017
34.19%
Maximum
Nov 2020
22.95%
Average
19.21%
Median
Dec 2018

Max Drawdown (5Y) Related Metrics