Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
November 30, 2021 28.40%
October 31, 2021 28.40%
September 30, 2021 28.40%
August 31, 2021 28.40%
July 31, 2021 28.40%
June 30, 2021 28.40%
May 31, 2021 28.40%
April 30, 2021 28.40%
March 31, 2021 28.40%
February 28, 2021 28.40%
January 31, 2021 28.40%
December 31, 2020 28.40%
November 30, 2020 28.40%
October 31, 2020 28.40%
September 30, 2020 28.40%
August 31, 2020 28.40%
July 31, 2020 28.40%
June 30, 2020 28.40%
May 31, 2020 28.40%
April 30, 2020 28.40%
March 31, 2020 28.40%
February 29, 2020 17.33%
January 31, 2020 17.33%
December 31, 2019 17.33%
November 30, 2019 17.33%
Date Value
October 31, 2019 17.33%
September 30, 2019 17.33%
August 31, 2019 17.33%
July 31, 2019 17.33%
June 30, 2019 17.33%
May 31, 2019 17.33%
April 30, 2019 17.33%
March 31, 2019 17.33%
February 28, 2019 17.33%
January 31, 2019 17.33%
December 31, 2018 17.33%
November 30, 2018 12.47%
October 31, 2018 12.47%
September 30, 2018 12.47%
August 31, 2018 12.47%
July 31, 2018 12.47%
June 30, 2018 12.47%
May 31, 2018 12.47%
April 30, 2018 12.47%
March 31, 2018 12.47%
February 28, 2018 12.47%
January 31, 2018 12.47%
December 31, 2017 12.47%
November 30, 2017 12.47%
October 31, 2017 12.47%

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

12.47%
Minimum
Jan 2017
28.40%
Maximum
Mar 2020
19.26%
Average
17.33%
Median
Dec 2018