Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
November 30, 2021 41.67%
October 31, 2021 41.67%
September 30, 2021 41.67%
August 31, 2021 41.67%
July 31, 2021 41.67%
June 30, 2021 41.67%
May 31, 2021 41.67%
April 30, 2021 41.67%
March 31, 2021 41.67%
February 28, 2021 41.67%
January 31, 2021 41.67%
December 31, 2020 41.67%
November 30, 2020 41.67%
October 31, 2020 41.67%
September 30, 2020 41.67%
August 31, 2020 41.67%
July 31, 2020 41.67%
June 30, 2020 41.67%
May 31, 2020 41.67%
April 30, 2020 41.67%
March 31, 2020 41.67%
February 29, 2020 15.60%
January 31, 2020 15.60%
December 31, 2019 15.60%
November 30, 2019 15.60%
Date Value
October 31, 2019 15.60%
September 30, 2019 15.60%
August 31, 2019 15.60%
July 31, 2019 15.60%
June 30, 2019 15.60%
May 31, 2019 15.60%
April 30, 2019 15.60%
March 31, 2019 15.60%
February 28, 2019 15.60%
January 31, 2019 15.60%
December 31, 2018 15.60%
November 30, 2018 15.60%
October 31, 2018 15.60%
September 30, 2018 15.60%
August 31, 2018 15.60%
July 31, 2018 15.60%
June 30, 2018 17.03%
May 31, 2018 17.38%
April 30, 2018 17.38%
March 31, 2018 17.38%
February 28, 2018 17.38%
January 31, 2018 17.38%
December 31, 2017 17.38%
November 30, 2017 17.38%
October 31, 2017 17.38%

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

15.60%
Minimum
Jul 2018
41.67%
Maximum
Mar 2020
25.28%
Average
17.38%
Median
Dec 2016

Max Drawdown (5Y) Related Metrics