Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
November 30, 2021 36.82%
October 31, 2021 36.82%
September 30, 2021 36.82%
August 31, 2021 36.82%
July 31, 2021 36.82%
June 30, 2021 36.82%
May 31, 2021 36.82%
April 30, 2021 36.82%
March 31, 2021 36.82%
February 28, 2021 36.82%
January 31, 2021 36.82%
December 31, 2020 36.82%
November 30, 2020 36.82%
October 31, 2020 36.82%
September 30, 2020 36.82%
August 31, 2020 36.82%
July 31, 2020 36.82%
June 30, 2020 36.82%
May 31, 2020 36.82%
April 30, 2020 36.82%
March 31, 2020 36.82%
February 29, 2020 18.29%
January 31, 2020 18.29%
December 31, 2019 18.29%
November 30, 2019 18.29%
Date Value
October 31, 2019 18.29%
September 30, 2019 18.29%
August 31, 2019 18.29%
July 31, 2019 18.29%
June 30, 2019 18.29%
May 31, 2019 18.29%
April 30, 2019 18.29%
March 31, 2019 18.29%
February 28, 2019 18.29%
January 31, 2019 18.29%
December 31, 2018 18.29%
November 30, 2018 13.85%
October 31, 2018 13.85%
September 30, 2018 13.85%
August 31, 2018 13.85%
July 31, 2018 13.85%
June 30, 2018 13.85%
May 31, 2018 13.85%
April 30, 2018 13.85%
March 31, 2018 13.85%
February 28, 2018 13.85%
January 31, 2018 13.85%
December 31, 2017 13.85%
November 30, 2017 13.85%
October 31, 2017 13.85%

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

13.85%
Minimum
Dec 2016
36.82%
Maximum
Mar 2020
23.00%
Average
18.29%
Median
Dec 2018