Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
November 30, 2021 30.41%
October 31, 2021 30.41%
September 30, 2021 30.41%
August 31, 2021 30.41%
July 31, 2021 30.41%
June 30, 2021 30.41%
May 31, 2021 30.41%
April 30, 2021 30.41%
March 31, 2021 30.41%
February 28, 2021 30.41%
January 31, 2021 30.41%
December 31, 2020 30.41%
November 30, 2020 30.41%
October 31, 2020 30.41%
September 30, 2020 30.41%
August 31, 2020 30.41%
July 31, 2020 30.41%
June 30, 2020 30.41%
May 31, 2020 30.41%
April 30, 2020 30.41%
March 31, 2020 30.41%
February 29, 2020 20.82%
January 31, 2020 20.82%
December 31, 2019 20.82%
November 30, 2019 20.82%
Date Value
October 31, 2019 20.82%
September 30, 2019 20.82%
August 31, 2019 20.82%
July 31, 2019 20.82%
June 30, 2019 20.82%
May 31, 2019 20.82%
April 30, 2019 20.82%
March 31, 2019 20.82%
February 28, 2019 20.82%
January 31, 2019 20.82%
December 31, 2018 20.82%
November 30, 2018 16.77%
October 31, 2018 16.77%
September 30, 2018 16.77%
August 31, 2018 16.77%
July 31, 2018 16.77%
June 30, 2018 16.77%
May 31, 2018 16.77%
April 30, 2018 16.77%
March 31, 2018 16.77%
February 28, 2018 16.77%
January 31, 2018 16.77%
December 31, 2017 16.77%
November 30, 2017 16.77%
October 31, 2017 16.77%

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

16.77%
Minimum
Dec 2016
30.41%
Maximum
Mar 2020
22.56%
Average
20.82%
Median
Dec 2018