Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
November 30, 2021 32.27%
October 31, 2021 32.27%
September 30, 2021 32.27%
August 31, 2021 32.27%
July 31, 2021 32.27%
June 30, 2021 32.27%
May 31, 2021 32.27%
April 30, 2021 32.27%
March 31, 2021 32.27%
February 28, 2021 32.27%
January 31, 2021 32.27%
December 31, 2020 32.27%
November 30, 2020 32.27%
October 31, 2020 32.27%
September 30, 2020 32.27%
August 31, 2020 32.27%
July 31, 2020 32.27%
June 30, 2020 32.27%
May 31, 2020 32.27%
April 30, 2020 32.27%
March 31, 2020 32.27%
February 29, 2020 21.93%
January 31, 2020 21.93%
December 31, 2019 21.93%
November 30, 2019 21.93%
Date Value
October 31, 2019 21.93%
September 30, 2019 21.93%
August 31, 2019 21.93%
July 31, 2019 21.93%
June 30, 2019 21.93%
May 31, 2019 21.93%
April 30, 2019 21.93%
March 31, 2019 21.93%
February 28, 2019 21.93%
January 31, 2019 21.93%
December 31, 2018 21.93%
November 30, 2018 16.24%
October 31, 2018 16.24%
September 30, 2018 16.24%
August 31, 2018 16.24%
July 31, 2018 16.24%
June 30, 2018 16.24%
May 31, 2018 16.24%
April 30, 2018 16.24%
March 31, 2018 16.24%
February 28, 2018 16.24%
January 31, 2018 16.24%
December 31, 2017 16.24%
November 30, 2017 16.24%
October 31, 2017 16.24%

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

16.24%
Minimum
Dec 2016
32.27%
Maximum
Mar 2020
23.27%
Average
21.93%
Median
Dec 2018