Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 37.67%
November 30, 2021 37.67%
October 31, 2021 39.56%
September 30, 2021 41.45%
August 31, 2021 41.45%
July 31, 2021 41.45%
June 30, 2021 41.45%
May 31, 2021 41.45%
April 30, 2021 41.45%
March 31, 2021 41.45%
February 28, 2021 41.45%
January 31, 2021 41.45%
December 31, 2020 41.45%
November 30, 2020 44.35%
October 31, 2020 46.99%
September 30, 2020 48.15%
August 31, 2020 48.15%
July 31, 2020 48.15%
June 30, 2020 48.15%
May 31, 2020 48.15%
April 30, 2020 48.15%
March 31, 2020 48.15%
February 29, 2020 48.15%
January 31, 2020 48.15%
December 31, 2019 48.15%
Date Value
November 30, 2019 48.15%
October 31, 2019 48.15%
September 30, 2019 48.15%
August 31, 2019 48.15%
July 31, 2019 48.15%
June 30, 2019 48.15%
May 31, 2019 48.15%
April 30, 2019 48.15%
March 31, 2019 48.15%
February 28, 2019 48.15%
January 31, 2019 48.15%
December 31, 2018 48.15%
November 30, 2018 48.15%
October 31, 2018 48.15%
September 30, 2018 48.15%
August 31, 2018 48.15%
July 31, 2018 48.15%
June 30, 2018 48.15%
May 31, 2018 48.15%
April 30, 2018 48.15%
March 31, 2018 48.15%
February 28, 2018 48.15%
January 31, 2018 48.15%
December 31, 2017 48.15%
November 30, 2017 48.15%

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

37.67%
Minimum
Nov 2021
48.15%
Maximum
Jan 2017
46.46%
Average
48.15%
Median
Jan 2017

Max Drawdown (5Y) Benchmarks