Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2021 42.14%
September 30, 2021 42.14%
August 31, 2021 42.14%
July 31, 2021 42.14%
June 30, 2021 42.14%
May 31, 2021 42.14%
April 30, 2021 42.14%
March 31, 2021 42.14%
February 28, 2021 42.14%
January 31, 2021 42.14%
December 31, 2020 42.14%
November 30, 2020 42.14%
October 31, 2020 42.14%
September 30, 2020 42.14%
August 31, 2020 42.14%
July 31, 2020 42.14%
June 30, 2020 42.14%
May 31, 2020 42.14%
April 30, 2020 42.14%
March 31, 2020 42.14%
February 29, 2020 23.55%
January 31, 2020 23.55%
December 31, 2019 23.55%
November 30, 2019 23.55%
October 31, 2019 23.55%
Date Value
September 30, 2019 23.55%
August 31, 2019 23.55%
July 31, 2019 23.55%
June 30, 2019 23.55%
May 31, 2019 23.55%
April 30, 2019 23.55%
March 31, 2019 23.55%
February 28, 2019 23.55%
January 31, 2019 23.55%
December 31, 2018 23.55%
November 30, 2018 20.05%
October 31, 2018 20.05%
September 30, 2018 20.05%
August 31, 2018 20.05%
July 31, 2018 20.05%
June 30, 2018 20.05%
May 31, 2018 20.05%
April 30, 2018 20.05%
March 31, 2018 20.05%
February 28, 2018 20.05%
January 31, 2018 20.05%
December 31, 2017 20.05%
November 30, 2017 20.05%
October 31, 2017 20.05%
September 30, 2017 20.05%

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

20.05%
Minimum
Dec 2016
42.14%
Maximum
Mar 2020
28.43%
Average
23.55%
Median
Dec 2018