Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
November 30, 2021 36.60%
October 31, 2021 36.60%
September 30, 2021 36.60%
August 31, 2021 39.96%
July 31, 2021 39.96%
June 30, 2021 39.96%
May 31, 2021 39.96%
April 30, 2021 39.96%
March 31, 2021 39.96%
February 28, 2021 39.96%
January 31, 2021 39.96%
December 31, 2020 40.96%
November 30, 2020 45.19%
October 31, 2020 45.19%
September 30, 2020 45.19%
August 31, 2020 45.19%
July 31, 2020 45.19%
June 30, 2020 45.19%
May 31, 2020 45.19%
April 30, 2020 45.19%
March 31, 2020 45.19%
February 29, 2020 45.19%
January 31, 2020 45.19%
December 31, 2019 45.19%
November 30, 2019 45.19%
Date Value
October 31, 2019 45.19%
September 30, 2019 45.19%
August 31, 2019 45.19%
July 31, 2019 45.19%
June 30, 2019 45.19%
May 31, 2019 45.19%
April 30, 2019 45.19%
March 31, 2019 45.19%
February 28, 2019 45.19%
January 31, 2019 45.19%
December 31, 2018 45.19%
November 30, 2018 45.19%
October 31, 2018 45.19%
September 30, 2018 45.19%
August 31, 2018 45.19%
July 31, 2018 45.19%
June 30, 2018 45.19%
May 31, 2018 45.19%
April 30, 2018 45.19%
March 31, 2018 45.19%
February 28, 2018 45.19%
January 31, 2018 45.19%
December 31, 2017 45.19%
November 30, 2017 45.19%
October 31, 2017 45.19%

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

36.60%
Minimum
Sep 2021
45.19%
Maximum
Dec 2016
44.00%
Average
45.19%
Median
Dec 2016