Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
November 30, 2021 34.74%
October 31, 2021 34.74%
September 30, 2021 34.74%
August 31, 2021 34.74%
July 31, 2021 34.74%
June 30, 2021 34.74%
May 31, 2021 34.74%
April 30, 2021 34.74%
March 31, 2021 34.74%
February 28, 2021 34.74%
January 31, 2021 34.74%
December 31, 2020 34.74%
November 30, 2020 34.74%
October 31, 2020 34.74%
September 30, 2020 34.74%
August 31, 2020 34.74%
July 31, 2020 34.74%
June 30, 2020 34.74%
May 31, 2020 34.74%
April 30, 2020 34.74%
March 31, 2020 34.74%
February 29, 2020 13.68%
January 31, 2020 13.62%
December 31, 2019 13.62%
November 30, 2019 13.62%
Date Value
October 31, 2019 13.62%
September 30, 2019 13.62%
August 31, 2019 13.62%
July 31, 2019 13.62%
June 30, 2019 13.62%
May 31, 2019 13.62%
April 30, 2019 13.62%
March 31, 2019 13.62%
February 28, 2019 13.62%
January 31, 2019 13.62%
December 31, 2018 13.62%
November 30, 2018 9.73%
October 31, 2018 9.73%
September 30, 2018 8.04%
August 31, 2018 8.04%
July 31, 2018 8.04%
June 30, 2018 8.04%
May 31, 2018 8.04%
April 30, 2018 8.04%
March 31, 2018 8.04%
February 28, 2018 8.04%
January 31, 2018 5.98%
December 31, 2017 5.98%
November 30, 2017 5.98%
October 31, 2017 5.98%

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

5.98%
Minimum
Dec 2016
34.74%
Maximum
Mar 2020
18.36%
Average
13.62%
Median
Dec 2018