Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 61.40%
November 30, 2021 61.40%
October 31, 2021 61.40%
September 30, 2021 61.40%
August 31, 2021 61.27%
July 31, 2021 60.28%
June 30, 2021 59.86%
May 31, 2021 59.86%
April 30, 2021 59.86%
March 31, 2021 57.72%
February 28, 2021 57.06%
January 31, 2021 56.05%
December 31, 2020 54.77%
November 30, 2020 53.37%
October 31, 2020 51.78%
September 30, 2020 51.78%
August 31, 2020 50.75%
July 31, 2020 47.06%
June 30, 2020 45.89%
May 31, 2020 42.82%
April 30, 2020 42.82%
March 31, 2020 42.82%
February 29, 2020 42.82%
January 31, 2020 41.84%
December 31, 2019 40.27%
Date Value
November 30, 2019 38.64%
October 31, 2019 36.49%
September 30, 2019 35.95%
August 31, 2019 35.95%
July 31, 2019 35.95%
June 30, 2019 34.56%
May 31, 2019 34.37%
April 30, 2019 34.37%
March 31, 2019 33.82%
February 28, 2019 33.82%
January 31, 2019 33.82%
December 31, 2018 33.82%
November 30, 2018 33.82%
October 31, 2018 33.82%
September 30, 2018 33.77%
August 31, 2018 33.40%
July 31, 2018 32.09%
June 30, 2018 32.09%
May 31, 2018 32.09%
April 30, 2018 32.09%
March 31, 2018 32.09%
February 28, 2018 32.09%
January 31, 2018 32.09%
December 31, 2017 27.55%
November 30, 2017 26.29%

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

14.41%
Minimum
Jan 2017
61.40%
Maximum
Sep 2021
39.29%
Average
35.26%
Median