Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2021 45.00%
September 30, 2021 45.00%
August 31, 2021 45.00%
July 31, 2021 45.00%
June 30, 2021 45.00%
May 31, 2021 45.00%
April 30, 2021 45.00%
March 31, 2021 45.00%
February 28, 2021 45.00%
January 31, 2021 45.00%
December 31, 2020 45.00%
November 30, 2020 45.00%
October 31, 2020 45.00%
September 30, 2020 45.00%
August 31, 2020 45.00%
July 31, 2020 45.00%
June 30, 2020 45.00%
May 31, 2020 45.00%
April 30, 2020 45.00%
March 31, 2020 45.00%
February 29, 2020 38.97%
January 31, 2020 38.97%
December 31, 2019 38.97%
November 30, 2019 38.97%
October 31, 2019 38.97%
Date Value
September 30, 2019 38.97%
August 31, 2019 38.97%
July 31, 2019 38.97%
June 30, 2019 38.97%
May 31, 2019 38.97%
April 30, 2019 38.97%
March 31, 2019 38.97%
February 28, 2019 38.97%
January 31, 2019 38.97%
December 31, 2018 38.97%
November 30, 2018 31.71%
October 31, 2018 28.16%
September 30, 2018 21.08%
August 31, 2018 21.08%
July 31, 2018 16.59%
June 30, 2018 15.59%
May 31, 2018 15.48%
April 30, 2018 15.48%
March 31, 2018 15.48%
February 28, 2018 15.48%
January 31, 2018 15.48%
December 31, 2017 15.48%
November 30, 2017 15.48%
October 31, 2017 15.48%
September 30, 2017 15.48%

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).

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Max Drawdown (5Y) Range, Past 5 Years

15.48%
Minimum
Nov 2016
45.00%
Maximum
Mar 2020
31.88%
Average
38.97%
Median
Dec 2018