Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
November 30, 2021 45.89%
October 31, 2021 45.89%
September 30, 2021 45.89%
August 31, 2021 45.89%
July 31, 2021 45.89%
June 30, 2021 45.89%
May 31, 2021 45.89%
April 30, 2021 45.89%
March 31, 2021 45.89%
February 28, 2021 45.89%
January 31, 2021 45.89%
December 31, 2020 45.89%
November 30, 2020 45.89%
October 31, 2020 45.89%
September 30, 2020 45.89%
August 31, 2020 45.89%
July 31, 2020 45.89%
June 30, 2020 45.89%
May 31, 2020 45.89%
April 30, 2020 45.89%
March 31, 2020 45.89%
February 29, 2020 27.86%
January 31, 2020 27.86%
December 31, 2019 27.86%
November 30, 2019 27.86%
Date Value
October 31, 2019 27.86%
September 30, 2019 27.86%
August 31, 2019 27.86%
July 31, 2019 27.86%
June 30, 2019 27.86%
May 31, 2019 27.86%
April 30, 2019 27.86%
March 31, 2019 27.86%
February 28, 2019 27.86%
January 31, 2019 27.86%
December 31, 2018 27.86%
November 30, 2018 26.28%
October 31, 2018 26.28%
September 30, 2018 26.28%
August 31, 2018 26.28%
July 31, 2018 26.28%
June 30, 2018 26.28%
May 31, 2018 26.28%
April 30, 2018 26.28%
March 31, 2018 26.28%
February 28, 2018 26.28%
January 31, 2018 26.28%
December 31, 2017 26.28%
November 30, 2017 26.28%
October 31, 2017 26.28%

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

26.28%
Minimum
Dec 2016
45.89%
Maximum
Mar 2020
33.54%
Average
27.86%
Median
Dec 2018