Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 34.27%
November 30, 2021 34.27%
October 31, 2021 36.37%
September 30, 2021 38.17%
August 31, 2021 38.17%
July 31, 2021 38.17%
June 30, 2021 38.17%
May 31, 2021 38.17%
April 30, 2021 38.17%
March 31, 2021 38.17%
February 28, 2021 38.17%
January 31, 2021 38.17%
December 31, 2020 38.17%
November 30, 2020 41.44%
October 31, 2020 44.26%
September 30, 2020 45.56%
August 31, 2020 45.56%
July 31, 2020 45.56%
June 30, 2020 45.56%
May 31, 2020 45.56%
April 30, 2020 45.56%
March 31, 2020 45.56%
February 29, 2020 45.56%
January 31, 2020 45.56%
December 31, 2019 45.56%
Date Value
November 30, 2019 45.56%
October 31, 2019 45.56%
September 30, 2019 45.56%
August 31, 2019 45.56%
July 31, 2019 45.56%
June 30, 2019 45.56%
May 31, 2019 45.56%
April 30, 2019 45.56%
March 31, 2019 45.56%
February 28, 2019 45.56%
January 31, 2019 45.56%
December 31, 2018 45.56%
November 30, 2018 45.56%
October 31, 2018 45.56%
September 30, 2018 45.56%
August 31, 2018 45.56%
July 31, 2018 45.56%
June 30, 2018 45.56%
May 31, 2018 45.56%
April 30, 2018 45.56%
March 31, 2018 45.56%
February 28, 2018 45.56%
January 31, 2018 45.56%
December 31, 2017 45.56%
November 30, 2017 45.56%

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

34.27%
Minimum
Nov 2021
45.56%
Maximum
Jan 2017
43.70%
Average
45.56%
Median
Jan 2017