Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2021 45.71%
September 30, 2021 45.71%
August 31, 2021 45.71%
July 31, 2021 45.71%
June 30, 2021 45.71%
May 31, 2021 45.71%
April 30, 2021 45.71%
March 31, 2021 45.71%
February 28, 2021 45.71%
January 31, 2021 45.71%
December 31, 2020 45.71%
November 30, 2020 45.71%
October 31, 2020 45.71%
September 30, 2020 45.71%
August 31, 2020 45.71%
July 31, 2020 45.71%
June 30, 2020 45.71%
May 31, 2020 45.71%
April 30, 2020 45.71%
March 31, 2020 45.71%
February 29, 2020 25.13%
January 31, 2020 25.13%
December 31, 2019 25.13%
November 30, 2019 25.13%
October 31, 2019 25.13%
Date Value
September 30, 2019 25.13%
August 31, 2019 25.13%
July 31, 2019 25.13%
June 30, 2019 25.13%
May 31, 2019 25.13%
April 30, 2019 25.13%
March 31, 2019 25.13%
February 28, 2019 25.13%
January 31, 2019 25.13%
December 31, 2018 25.13%
November 30, 2018 18.75%
October 31, 2018 18.75%
September 30, 2018 18.75%
August 31, 2018 18.75%
July 31, 2018 18.75%
June 30, 2018 18.75%
May 31, 2018 18.75%
April 30, 2018 18.75%
March 31, 2018 18.75%
February 28, 2018 18.75%
January 31, 2018 18.75%
December 31, 2017 18.75%
November 30, 2017 18.75%
October 31, 2017 18.75%
September 30, 2017 18.75%

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

18.75%
Minimum
Nov 2016
45.71%
Maximum
Mar 2020
29.33%
Average
25.13%
Median
Dec 2018