Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
November 30, 2021 28.04%
October 31, 2021 28.04%
September 30, 2021 28.04%
August 31, 2021 28.04%
July 31, 2021 28.04%
June 30, 2021 28.04%
May 31, 2021 28.04%
April 30, 2021 28.04%
March 31, 2021 28.04%
February 28, 2021 28.04%
January 31, 2021 28.04%
December 31, 2020 28.04%
November 30, 2020 28.04%
October 31, 2020 28.04%
September 30, 2020 28.04%
August 31, 2020 28.04%
July 31, 2020 28.04%
June 30, 2020 28.04%
May 31, 2020 28.04%
April 30, 2020 28.04%
March 31, 2020 28.04%
February 29, 2020 22.87%
January 31, 2020 22.87%
December 31, 2019 22.87%
November 30, 2019 22.87%
Date Value
October 31, 2019 22.87%
September 30, 2019 22.87%
August 31, 2019 22.87%
July 31, 2019 22.87%
June 30, 2019 22.87%
May 31, 2019 22.87%
April 30, 2019 22.87%
March 31, 2019 22.87%
February 28, 2019 22.87%
January 31, 2019 22.87%
December 31, 2018 22.87%
November 30, 2018 17.01%
October 31, 2018 17.01%
September 30, 2018 17.01%
August 31, 2018 17.01%
July 31, 2018 17.01%
June 30, 2018 17.01%
May 31, 2018 17.01%
April 30, 2018 17.01%
March 31, 2018 17.01%
February 28, 2018 17.01%
January 31, 2018 17.01%
December 31, 2017 17.01%
November 30, 2017 17.01%
October 31, 2017 17.01%

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

17.01%
Minimum
Dec 2016
28.04%
Maximum
Mar 2020
22.34%
Average
22.87%
Median
Dec 2018