Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2021 58.29%
August 31, 2021 58.29%
July 31, 2021 58.29%
June 30, 2021 58.29%
May 31, 2021 58.29%
April 30, 2021 58.29%
March 31, 2021 58.29%
February 28, 2021 58.29%
January 31, 2021 58.29%
December 31, 2020 58.29%
November 30, 2020 58.29%
October 31, 2020 58.29%
September 30, 2020 58.29%
August 31, 2020 58.29%
July 31, 2020 58.29%
June 30, 2020 58.29%
May 31, 2020 58.29%
April 30, 2020 58.29%
March 31, 2020 58.29%
February 29, 2020 34.28%
January 31, 2020 34.28%
December 31, 2019 34.28%
November 30, 2019 34.28%
October 31, 2019 34.28%
September 30, 2019 34.28%
Date Value
August 31, 2019 34.28%
July 31, 2019 34.28%
June 30, 2019 34.28%
May 31, 2019 34.28%
April 30, 2019 34.28%
March 31, 2019 34.28%
February 28, 2019 34.28%
January 31, 2019 34.28%
December 31, 2018 34.28%
November 30, 2018 30.83%
October 31, 2018 30.83%
September 30, 2018 30.83%
August 31, 2018 30.83%
July 31, 2018 30.83%
June 30, 2018 30.83%
May 31, 2018 30.83%
April 30, 2018 30.83%
March 31, 2018 30.83%
February 28, 2018 30.83%
January 31, 2018 30.83%
December 31, 2017 30.83%
November 30, 2017 30.83%
October 31, 2017 30.83%
September 30, 2017 30.83%
August 31, 2017 30.83%

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

30.83%
Minimum
Oct 2016
58.29%
Maximum
Mar 2020
40.39%
Average
34.28%
Median
Dec 2018