Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
November 30, 2021 25.15%
October 31, 2021 25.15%
September 30, 2021 25.15%
August 31, 2021 25.15%
July 31, 2021 25.15%
June 30, 2021 25.15%
May 31, 2021 25.15%
April 30, 2021 25.15%
March 31, 2021 25.15%
February 28, 2021 25.15%
January 31, 2021 25.15%
December 31, 2020 25.15%
November 30, 2020 25.15%
October 31, 2020 25.15%
September 30, 2020 25.15%
August 31, 2020 25.15%
July 31, 2020 25.15%
June 30, 2020 25.15%
May 31, 2020 25.15%
April 30, 2020 25.15%
March 31, 2020 25.15%
February 29, 2020 12.92%
January 31, 2020 12.92%
December 31, 2019 12.92%
November 30, 2019 12.92%
Date Value
October 31, 2019 12.92%
September 30, 2019 12.92%
August 31, 2019 12.92%
July 31, 2019 12.92%
June 30, 2019 12.92%
May 31, 2019 12.92%
April 30, 2019 13.93%
March 31, 2019 13.93%
February 28, 2019 14.65%
January 31, 2019 19.00%
December 31, 2018 20.71%
November 30, 2018 21.12%
October 31, 2018 24.22%
September 30, 2018 29.71%
August 31, 2018 30.11%
July 31, 2018 30.11%
June 30, 2018 31.79%
May 31, 2018 32.09%
April 30, 2018 32.09%
March 31, 2018 32.09%
February 28, 2018 32.09%
January 31, 2018 32.09%
December 31, 2017 32.09%
November 30, 2017 32.09%
October 31, 2017 32.09%

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

12.92%
Minimum
May 2019
32.09%
Maximum
Dec 2016
24.74%
Average
25.15%
Median
Mar 2020