Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
November 30, 2021 45.05%
October 31, 2021 45.05%
September 30, 2021 45.05%
August 31, 2021 45.05%
July 31, 2021 45.05%
June 30, 2021 45.05%
May 31, 2021 45.05%
April 30, 2021 45.05%
March 31, 2021 45.05%
February 28, 2021 45.05%
January 31, 2021 45.05%
December 31, 2020 45.05%
November 30, 2020 45.05%
October 31, 2020 45.05%
September 30, 2020 45.05%
August 31, 2020 45.05%
July 31, 2020 45.05%
June 30, 2020 45.05%
May 31, 2020 45.05%
April 30, 2020 45.05%
March 31, 2020 45.05%
February 29, 2020 25.95%
January 31, 2020 25.95%
December 31, 2019 25.95%
November 30, 2019 25.95%
Date Value
October 31, 2019 25.95%
September 30, 2019 25.95%
August 31, 2019 25.95%
July 31, 2019 25.95%
June 30, 2019 25.95%
May 31, 2019 25.95%
April 30, 2019 25.95%
March 31, 2019 25.95%
February 28, 2019 25.95%
January 31, 2019 25.95%
December 31, 2018 25.95%
November 30, 2018 21.74%
October 31, 2018 21.74%
September 30, 2018 21.74%
August 31, 2018 21.74%
July 31, 2018 21.74%
June 30, 2018 21.74%
May 31, 2018 21.74%
April 30, 2018 21.74%
March 31, 2018 21.74%
February 28, 2018 21.74%
January 31, 2018 21.74%
December 31, 2017 21.74%
November 30, 2017 21.74%
October 31, 2017 21.74%

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

21.74%
Minimum
Dec 2016
45.05%
Maximum
Mar 2020
30.95%
Average
25.95%
Median
Dec 2018