Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
November 30, 2021 30.83%
October 31, 2021 30.83%
September 30, 2021 30.83%
August 31, 2021 30.83%
July 31, 2021 30.83%
June 30, 2021 30.83%
May 31, 2021 30.83%
April 30, 2021 30.83%
March 31, 2021 30.83%
February 28, 2021 30.83%
January 31, 2021 30.83%
December 31, 2020 30.83%
November 30, 2020 30.83%
October 31, 2020 30.83%
September 30, 2020 30.83%
August 31, 2020 30.83%
July 31, 2020 30.83%
June 30, 2020 30.83%
May 31, 2020 30.83%
April 30, 2020 30.83%
March 31, 2020 30.83%
February 29, 2020 18.21%
January 31, 2020 18.21%
December 31, 2019 18.21%
November 30, 2019 18.21%
Date Value
October 31, 2019 18.21%
September 30, 2019 18.21%
August 31, 2019 18.21%
July 31, 2019 18.21%
June 30, 2019 18.21%
May 31, 2019 18.21%
April 30, 2019 18.21%
March 31, 2019 18.21%
February 28, 2019 18.21%
January 31, 2019 18.21%
December 31, 2018 18.21%
November 30, 2018 12.17%
October 31, 2018 12.17%
September 30, 2018 12.17%
August 31, 2018 12.17%
July 31, 2018 12.17%
June 30, 2018 12.17%
May 31, 2018 12.17%
April 30, 2018 12.17%
March 31, 2018 12.17%
February 28, 2018 12.17%
January 31, 2018 12.17%
December 31, 2017 12.17%
November 30, 2017 12.17%
October 31, 2017 12.17%

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

12.17%
Minimum
Jun 2017
30.83%
Maximum
Mar 2020
20.71%
Average
18.21%
Median
Dec 2018