Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
November 30, 2020 43.19%
October 31, 2020 43.19%
September 30, 2020 43.19%
August 31, 2020 43.19%
July 31, 2020 43.19%
June 30, 2020 43.19%
May 31, 2020 43.19%
April 30, 2020 43.19%
March 31, 2020 43.19%
February 29, 2020 21.00%
January 31, 2020 21.00%
December 31, 2019 21.00%
November 30, 2019 21.00%
October 31, 2019 21.00%
September 30, 2019 21.00%
August 31, 2019 21.00%
July 31, 2019 21.00%
June 30, 2019 21.00%
May 31, 2019 21.00%
April 30, 2019 21.00%
March 31, 2019 21.00%
February 28, 2019 21.00%
January 31, 2019 21.00%
December 31, 2018 21.00%
November 30, 2018 17.17%
Date Value
October 31, 2018 17.17%
September 30, 2018 17.17%
August 31, 2018 17.17%
July 31, 2018 17.17%
June 30, 2018 17.17%
May 31, 2018 17.17%
April 30, 2018 17.17%
March 31, 2018 17.17%
February 28, 2018 17.17%
January 31, 2018 17.17%
December 31, 2017 17.17%
November 30, 2017 17.17%
October 31, 2017 17.17%
September 30, 2017 17.17%
August 31, 2017 17.17%
July 31, 2017 17.17%
June 30, 2017 17.17%
May 31, 2017 17.17%
April 30, 2017 17.17%
March 31, 2017 17.17%
February 28, 2017 17.17%
January 31, 2017 17.17%
December 31, 2016 17.17%
November 30, 2016 17.17%
October 31, 2016 17.17%

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

17.17%
Minimum
Aug 2016
43.19%
Maximum
Mar 2020
22.56%
Average
21.00%
Median
Dec 2018