Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
November 30, 2020 46.20%
October 31, 2020 46.20%
September 30, 2020 46.20%
August 31, 2020 46.20%
July 31, 2020 46.20%
June 30, 2020 46.20%
May 31, 2020 46.20%
April 30, 2020 46.20%
March 31, 2020 46.20%
February 29, 2020 25.24%
January 31, 2020 25.24%
December 31, 2019 25.24%
November 30, 2019 25.24%
October 31, 2019 25.24%
September 30, 2019 25.24%
August 31, 2019 25.24%
July 31, 2019 25.24%
June 30, 2019 25.24%
May 31, 2019 25.24%
April 30, 2019 25.24%
March 31, 2019 25.24%
February 28, 2019 25.24%
January 31, 2019 25.24%
December 31, 2018 25.24%
November 30, 2018 22.00%
Date Value
October 31, 2018 22.00%
September 30, 2018 22.00%
August 31, 2018 22.00%
July 31, 2018 22.00%
June 30, 2018 22.00%
May 31, 2018 22.00%
April 30, 2018 22.00%
March 31, 2018 22.00%
February 28, 2018 22.00%
January 31, 2018 22.00%
December 31, 2017 22.00%
November 30, 2017 22.00%
October 31, 2017 22.00%
September 30, 2017 22.00%
August 31, 2017 22.00%
July 31, 2017 22.00%
June 30, 2017 22.00%
May 31, 2017 22.00%
April 30, 2017 22.00%
March 31, 2017 22.00%
February 28, 2017 22.00%
January 31, 2017 22.00%
December 31, 2016 22.00%
November 30, 2016 22.00%
October 31, 2016 22.00%

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

22.00%
Minimum
Oct 2016
46.20%
Maximum
Mar 2020
27.48%
Average
25.24%
Median
Dec 2018