Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
November 30, 2021 37.17%
October 31, 2021 37.17%
September 30, 2021 37.17%
August 31, 2021 37.17%
July 31, 2021 37.17%
June 30, 2021 37.17%
May 31, 2021 37.17%
April 30, 2021 37.17%
March 31, 2021 37.17%
February 28, 2021 37.17%
January 31, 2021 37.17%
December 31, 2020 37.17%
November 30, 2020 37.17%
October 31, 2020 37.17%
September 30, 2020 37.17%
August 31, 2020 37.17%
July 31, 2020 37.17%
June 30, 2020 37.17%
May 31, 2020 37.17%
April 30, 2020 37.17%
March 31, 2020 37.17%
February 29, 2020 21.97%
January 31, 2020 21.97%
December 31, 2019 21.97%
November 30, 2019 21.97%
Date Value
October 31, 2019 21.97%
September 30, 2019 21.97%
August 31, 2019 21.97%
July 31, 2019 21.97%
June 30, 2019 21.97%
May 31, 2019 21.97%
April 30, 2019 21.97%
March 31, 2019 21.97%
February 28, 2019 21.97%
January 31, 2019 21.97%
December 31, 2018 21.97%
November 30, 2018 18.11%
October 31, 2018 18.11%
September 30, 2018 18.11%
August 31, 2018 18.11%
July 31, 2018 18.11%
June 30, 2018 18.11%
May 31, 2018 18.11%
April 30, 2018 18.11%
March 31, 2018 18.11%
February 28, 2018 18.11%
January 31, 2018 18.11%
December 31, 2017 18.11%
November 30, 2017 18.11%
October 31, 2017 18.11%

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

18.11%
Minimum
Dec 2016
37.17%
Maximum
Mar 2020
25.75%
Average
21.97%
Median
Dec 2018