Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
November 30, 2021 49.61%
October 31, 2021 49.61%
September 30, 2021 49.61%
August 31, 2021 49.61%
July 31, 2021 49.61%
June 30, 2021 49.61%
May 31, 2021 49.61%
April 30, 2021 49.61%
March 31, 2021 49.61%
February 28, 2021 49.61%
January 31, 2021 49.61%
December 31, 2020 49.61%
November 30, 2020 49.61%
October 31, 2020 49.61%
September 30, 2020 49.61%
August 31, 2020 49.61%
July 31, 2020 49.61%
June 30, 2020 49.61%
May 31, 2020 49.61%
April 30, 2020 49.61%
March 31, 2020 49.61%
February 29, 2020 26.83%
January 31, 2020 26.83%
December 31, 2019 26.83%
November 30, 2019 26.83%
Date Value
October 31, 2019 26.83%
September 30, 2019 26.83%
August 31, 2019 26.83%
July 31, 2019 26.83%
June 30, 2019 26.83%
May 31, 2019 26.83%
April 30, 2019 26.83%
March 31, 2019 26.83%
February 28, 2019 26.83%
January 31, 2019 26.83%
December 31, 2018 26.83%
November 30, 2018 18.60%
October 31, 2018 18.60%
September 30, 2018 18.60%
August 31, 2018 18.60%
July 31, 2018 18.60%
June 30, 2018 18.60%
May 31, 2018 18.60%
April 30, 2018 18.60%
March 31, 2018 18.60%
February 28, 2018 18.60%
January 31, 2018 18.60%
December 31, 2017 18.60%
November 30, 2017 18.60%
October 31, 2017 18.60%

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

18.60%
Minimum
Dec 2016
49.61%
Maximum
Mar 2020
31.51%
Average
26.83%
Median
Dec 2018