Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2021 35.00%
September 30, 2021 35.00%
August 31, 2021 35.00%
July 31, 2021 35.00%
June 30, 2021 35.00%
May 31, 2021 35.00%
April 30, 2021 35.00%
March 31, 2021 35.00%
February 28, 2021 35.00%
January 31, 2021 35.00%
December 31, 2020 35.00%
November 30, 2020 35.00%
October 31, 2020 35.00%
September 30, 2020 35.00%
August 31, 2020 35.00%
July 31, 2020 35.00%
June 30, 2020 35.00%
May 31, 2020 35.00%
April 30, 2020 35.00%
March 31, 2020 35.00%
February 29, 2020 17.41%
January 31, 2020 17.41%
December 31, 2019 17.41%
November 30, 2019 17.41%
October 31, 2019 17.41%
Date Value
September 30, 2019 17.41%
August 31, 2019 17.41%
July 31, 2019 17.41%
June 30, 2019 17.41%
May 31, 2019 17.41%
April 30, 2019 17.41%
March 31, 2019 17.41%
February 28, 2019 17.41%
January 31, 2019 17.41%
December 31, 2018 17.41%
November 30, 2018 13.14%
October 31, 2018 13.14%
September 30, 2018 13.14%
August 31, 2018 13.14%
July 31, 2018 13.14%
June 30, 2018 13.14%
May 31, 2018 13.14%
April 30, 2018 13.14%
March 31, 2018 13.14%
February 28, 2018 13.14%
January 31, 2018 13.14%
December 31, 2017 13.14%
November 30, 2017 13.14%
October 31, 2017 13.14%
September 30, 2017 13.14%

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

13.14%
Minimum
Nov 2016
35.00%
Maximum
Mar 2020
21.49%
Average
17.41%
Median
Dec 2018