Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
November 30, 2021 41.06%
October 31, 2021 41.06%
September 30, 2021 41.06%
August 31, 2021 41.06%
July 31, 2021 41.06%
June 30, 2021 41.06%
May 31, 2021 41.06%
April 30, 2021 41.06%
March 31, 2021 41.06%
February 28, 2021 41.06%
January 31, 2021 41.06%
December 31, 2020 41.06%
November 30, 2020 41.06%
October 31, 2020 41.06%
September 30, 2020 41.06%
August 31, 2020 41.06%
July 31, 2020 41.06%
June 30, 2020 41.06%
May 31, 2020 41.06%
April 30, 2020 41.06%
March 31, 2020 41.06%
February 29, 2020 20.80%
January 31, 2020 20.80%
December 31, 2019 20.80%
November 30, 2019 20.80%
Date Value
October 31, 2019 20.80%
September 30, 2019 20.80%
August 31, 2019 20.80%
July 31, 2019 20.80%
June 30, 2019 20.80%
May 31, 2019 20.80%
April 30, 2019 20.80%
March 31, 2019 20.80%
February 28, 2019 20.80%
January 31, 2019 20.80%
December 31, 2018 20.80%
November 30, 2018 14.92%
October 31, 2018 14.92%
September 30, 2018 14.92%
August 31, 2018 14.92%
July 31, 2018 14.92%
June 30, 2018 14.92%
May 31, 2018 14.92%
April 30, 2018 14.92%
March 31, 2018 14.92%
February 28, 2018 14.92%
January 31, 2018 14.92%
December 31, 2017 14.92%
November 30, 2017 14.92%
October 31, 2017 14.92%

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

14.92%
Minimum
Dec 2016
41.06%
Maximum
Mar 2020
25.54%
Average
20.80%
Median
Dec 2018