Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2021 34.21%
August 31, 2021 34.21%
July 31, 2021 34.21%
June 30, 2021 34.21%
May 31, 2021 34.21%
April 30, 2021 34.21%
March 31, 2021 34.21%
February 28, 2021 34.21%
January 31, 2021 34.21%
December 31, 2020 34.21%
November 30, 2020 34.21%
October 31, 2020 34.21%
September 30, 2020 34.21%
August 31, 2020 34.21%
July 31, 2020 34.21%
June 30, 2020 34.21%
May 31, 2020 34.21%
April 30, 2020 34.21%
March 31, 2020 34.21%
February 29, 2020 19.20%
January 31, 2020 19.20%
December 31, 2019 19.20%
November 30, 2019 19.20%
October 31, 2019 19.20%
September 30, 2019 19.20%
Date Value
August 31, 2019 19.20%
July 31, 2019 19.20%
June 30, 2019 19.20%
May 31, 2019 19.20%
April 30, 2019 19.20%
March 31, 2019 19.20%
February 28, 2019 19.20%
January 31, 2019 19.20%
December 31, 2018 19.20%
November 30, 2018 15.75%
October 31, 2018 15.75%
September 30, 2018 15.75%
August 31, 2018 15.75%
July 31, 2018 15.75%
June 30, 2018 15.75%
May 31, 2018 15.75%
April 30, 2018 15.75%
March 31, 2018 15.75%
February 28, 2018 15.75%
January 31, 2018 15.75%
December 31, 2017 15.75%
November 30, 2017 15.75%
October 31, 2017 15.75%
September 30, 2017 15.75%
August 31, 2017 15.75%

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

15.75%
Minimum
Apr 2017
34.21%
Maximum
Mar 2020
22.68%
Average
19.20%
Median
Dec 2018