Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
November 30, 2021 27.40%
October 31, 2021 27.40%
September 30, 2021 27.40%
August 31, 2021 28.68%
July 31, 2021 28.68%
June 30, 2021 28.68%
May 31, 2021 28.68%
April 30, 2021 28.68%
March 31, 2021 28.68%
February 28, 2021 28.68%
January 31, 2021 28.68%
December 31, 2020 28.85%
November 30, 2020 30.87%
October 31, 2020 30.87%
September 30, 2020 30.87%
August 31, 2020 30.87%
July 31, 2020 30.87%
June 30, 2020 30.87%
May 31, 2020 30.87%
April 30, 2020 30.87%
March 31, 2020 30.87%
February 29, 2020 30.87%
January 31, 2020 30.87%
December 31, 2019 30.87%
November 30, 2019 30.87%
Date Value
October 31, 2019 30.87%
September 30, 2019 30.87%
August 31, 2019 30.87%
July 31, 2019 30.87%
June 30, 2019 30.87%
May 31, 2019 30.87%
April 30, 2019 30.87%
March 31, 2019 30.87%
February 28, 2019 30.87%
January 31, 2019 30.87%
December 31, 2018 30.87%
November 30, 2018 30.87%
October 31, 2018 30.87%
September 30, 2018 30.87%
August 31, 2018 30.87%
July 31, 2018 30.87%
June 30, 2018 30.87%
May 31, 2018 30.87%
April 30, 2018 30.87%
March 31, 2018 30.87%
February 28, 2018 30.87%
January 31, 2018 30.87%
December 31, 2017 30.87%
November 30, 2017 30.87%
October 31, 2017 30.87%

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

27.40%
Minimum
Sep 2021
30.87%
Maximum
Dec 2016
30.37%
Average
30.87%
Median
Dec 2016