Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
November 30, 2021 35.13%
October 31, 2021 35.13%
September 30, 2021 35.13%
August 31, 2021 35.13%
July 31, 2021 35.13%
June 30, 2021 35.13%
May 31, 2021 35.13%
April 30, 2021 35.13%
March 31, 2021 35.13%
February 28, 2021 35.13%
January 31, 2021 35.13%
December 31, 2020 35.13%
November 30, 2020 35.13%
October 31, 2020 35.13%
September 30, 2020 35.13%
August 31, 2020 35.13%
July 31, 2020 35.13%
June 30, 2020 35.13%
May 31, 2020 35.13%
April 30, 2020 35.13%
March 31, 2020 35.13%
February 29, 2020 20.24%
January 31, 2020 20.24%
December 31, 2019 20.24%
November 30, 2019 20.24%
Date Value
October 31, 2019 20.24%
September 30, 2019 20.24%
August 31, 2019 20.24%
July 31, 2019 20.24%
June 30, 2019 20.24%
May 31, 2019 20.24%
April 30, 2019 20.24%
March 31, 2019 20.24%
February 28, 2019 20.24%
January 31, 2019 20.24%
December 31, 2018 20.24%
November 30, 2018 15.90%
October 31, 2018 15.90%
September 30, 2018 15.90%
August 31, 2018 15.90%
July 31, 2018 15.90%
June 30, 2018 15.90%
May 31, 2018 15.90%
April 30, 2018 15.90%
March 31, 2018 15.90%
February 28, 2018 15.90%
January 31, 2018 15.90%
December 31, 2017 15.90%
November 30, 2017 15.90%
October 31, 2017 15.90%

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

15.90%
Minimum
Dec 2016
35.13%
Maximum
Mar 2020
23.71%
Average
20.24%
Median
Dec 2018