Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 51.38%
November 30, 2021 51.38%
October 31, 2021 51.38%
September 30, 2021 51.38%
August 31, 2021 51.38%
July 31, 2021 51.38%
June 30, 2021 51.38%
May 31, 2021 51.38%
April 30, 2021 51.38%
March 31, 2021 51.38%
February 28, 2021 51.38%
January 31, 2021 51.38%
December 31, 2020 51.38%
November 30, 2020 51.38%
October 31, 2020 51.38%
September 30, 2020 51.38%
August 31, 2020 51.38%
July 31, 2020 51.38%
June 30, 2020 51.38%
May 31, 2020 51.38%
April 30, 2020 51.38%
March 31, 2020 51.38%
February 29, 2020 30.08%
January 31, 2020 30.08%
December 31, 2019 30.08%
Date Value
November 30, 2019 30.08%
October 31, 2019 30.08%
September 30, 2019 30.08%
August 31, 2019 30.08%
July 31, 2019 30.08%
June 30, 2019 30.08%
May 31, 2019 30.08%
April 30, 2019 30.08%
March 31, 2019 30.08%
February 28, 2019 30.08%
January 31, 2019 30.08%
December 31, 2018 30.08%
November 30, 2018 28.70%
October 31, 2018 28.70%
September 30, 2018 28.70%
August 31, 2018 28.70%
July 31, 2018 28.70%
June 30, 2018 28.70%
May 31, 2018 28.70%
April 30, 2018 28.70%
March 31, 2018 28.70%
February 28, 2018 28.70%
January 31, 2018 28.70%
December 31, 2017 28.70%
November 30, 2017 28.70%

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

28.70%
Minimum
Jan 2017
51.38%
Maximum
Mar 2020
37.36%
Average
30.08%
Median
Dec 2018