Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
November 30, 2021 21.45%
October 31, 2021 21.45%
September 30, 2021 21.45%
August 31, 2021 21.45%
July 31, 2021 21.45%
June 30, 2021 21.45%
May 31, 2021 21.45%
April 30, 2021 21.45%
March 31, 2021 21.45%
February 28, 2021 21.45%
January 31, 2021 21.45%
December 31, 2020 21.45%
November 30, 2020 21.45%
October 31, 2020 21.45%
September 30, 2020 21.45%
August 31, 2020 21.45%
July 31, 2020 21.45%
June 30, 2020 21.45%
May 31, 2020 21.45%
April 30, 2020 21.45%
March 31, 2020 21.45%
February 29, 2020 8.92%
January 31, 2020 8.92%
December 31, 2019 8.92%
November 30, 2019 8.92%
Date Value
October 31, 2019 8.92%
September 30, 2019 8.92%
August 31, 2019 8.92%
July 31, 2019 8.92%
June 30, 2019 8.92%
May 31, 2019 8.92%
April 30, 2019 8.92%
March 31, 2019 8.92%
February 28, 2019 8.92%
January 31, 2019 8.92%
December 31, 2018 8.92%
November 30, 2018 6.36%
October 31, 2018 6.29%
September 30, 2018 4.07%
August 31, 2018 4.07%
July 31, 2018 4.07%
June 30, 2018 4.07%
May 31, 2018 4.07%
April 30, 2018 4.07%
March 31, 2018 4.07%
February 28, 2018 4.07%
January 31, 2018 4.07%
December 31, 2017 4.07%
November 30, 2017 4.07%
October 31, 2017 4.07%

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

3.14%
Minimum
Dec 2016
21.45%
Maximum
Mar 2020
11.33%
Average
8.92%
Median
Dec 2018