Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
November 30, 2021 17.83%
October 31, 2021 17.83%
September 30, 2021 17.83%
August 31, 2021 17.83%
July 31, 2021 17.83%
June 30, 2021 17.83%
May 31, 2021 17.83%
April 30, 2021 17.83%
March 31, 2021 17.83%
February 28, 2021 15.85%
January 31, 2021 11.83%
December 31, 2020 11.83%
November 30, 2020 11.83%
October 31, 2020 11.83%
September 30, 2020 11.83%
August 31, 2020 11.83%
July 31, 2020 11.83%
June 30, 2020 11.83%
May 31, 2020 11.83%
April 30, 2020 11.83%
March 31, 2020 11.83%
February 29, 2020 11.56%
January 31, 2020 11.56%
December 31, 2019 11.56%
November 30, 2019 11.56%
Date Value
October 31, 2019 11.56%
September 30, 2019 11.56%
August 31, 2019 11.56%
July 31, 2019 11.56%
June 30, 2019 11.56%
May 31, 2019 11.56%
April 30, 2019 11.56%
March 31, 2019 11.56%
February 28, 2019 11.56%
January 31, 2019 11.56%
December 31, 2018 11.56%
November 30, 2018 11.56%
October 31, 2018 11.56%
September 30, 2018 11.21%
August 31, 2018 11.21%
July 31, 2018 11.21%
June 30, 2018 11.81%
May 31, 2018 11.81%
April 30, 2018 11.81%
March 31, 2018 11.81%
February 28, 2018 11.81%
January 31, 2018 11.81%
December 31, 2017 11.81%
November 30, 2017 11.81%
October 31, 2017 11.81%

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

11.21%
Minimum
Jul 2018
17.83%
Maximum
Mar 2021
12.68%
Average
11.81%
Median
Dec 2016