Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
November 30, 2021 49.54%
October 31, 2021 49.54%
September 30, 2021 49.54%
August 31, 2021 49.54%
July 31, 2021 49.54%
June 30, 2021 49.54%
May 31, 2021 49.54%
April 30, 2021 49.54%
March 31, 2021 49.54%
February 28, 2021 49.54%
January 31, 2021 49.54%
December 31, 2020 49.54%
November 30, 2020 49.54%
October 31, 2020 49.54%
September 30, 2020 49.54%
August 31, 2020 49.54%
July 31, 2020 49.54%
June 30, 2020 49.54%
May 31, 2020 49.54%
April 30, 2020 49.54%
March 31, 2020 49.54%
February 29, 2020 22.16%
January 31, 2020 22.16%
December 31, 2019 22.16%
November 30, 2019 22.16%
Date Value
October 31, 2019 22.16%
September 30, 2019 22.16%
August 31, 2019 22.16%
July 31, 2019 22.16%
June 30, 2019 22.16%
May 31, 2019 22.16%
April 30, 2019 22.16%
March 31, 2019 22.16%
February 28, 2019 22.16%
January 31, 2019 22.16%
December 31, 2018 22.16%
November 30, 2018 20.18%
October 31, 2018 20.18%
September 30, 2018 20.18%
August 31, 2018 20.18%
July 31, 2018 20.18%
June 30, 2018 20.18%
May 31, 2018 20.18%
April 30, 2018 20.18%
March 31, 2018 20.18%
February 28, 2018 20.18%
January 31, 2018 20.18%
December 31, 2017 20.18%
November 30, 2017 20.18%
October 31, 2017 20.18%

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

20.18%
Minimum
Dec 2016
49.54%
Maximum
Mar 2020
30.95%
Average
22.16%
Median
Dec 2018