Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
August 31, 2021 30.92%
July 31, 2021 30.92%
June 30, 2021 30.92%
May 31, 2021 30.92%
April 30, 2021 30.92%
March 31, 2021 30.92%
February 28, 2021 30.92%
January 31, 2021 30.92%
December 31, 2020 30.92%
November 30, 2020 30.92%
October 31, 2020 30.92%
September 30, 2020 30.92%
August 31, 2020 30.92%
July 31, 2020 30.92%
June 30, 2020 30.92%
May 31, 2020 30.92%
April 30, 2020 30.92%
March 31, 2020 30.92%
February 29, 2020 21.20%
January 31, 2020 21.20%
December 31, 2019 21.20%
November 30, 2019 21.20%
October 31, 2019 21.20%
September 30, 2019 21.20%
August 31, 2019 21.20%
Date Value
July 31, 2019 21.20%
June 30, 2019 21.20%
May 31, 2019 21.20%
April 30, 2019 21.20%
March 31, 2019 21.20%
February 28, 2019 21.20%
January 31, 2019 21.20%
December 31, 2018 21.20%
November 30, 2018 16.62%
October 31, 2018 16.62%
September 30, 2018 16.62%
August 31, 2018 16.62%
July 31, 2018 16.62%
June 30, 2018 16.62%
May 31, 2018 16.62%
April 30, 2018 16.62%
March 31, 2018 16.62%
February 28, 2018 16.62%
January 31, 2018 16.62%
December 31, 2017 16.62%
November 30, 2017 16.62%
October 31, 2017 16.62%
September 30, 2017 16.62%
August 31, 2017 16.62%
July 31, 2017 16.62%

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

16.62%
Minimum
Sep 2016
30.92%
Maximum
Mar 2020
22.05%
Average
21.20%
Median
Dec 2018