Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
November 30, 2021 34.72%
October 31, 2021 34.72%
September 30, 2021 34.72%
August 31, 2021 34.72%
July 31, 2021 34.72%
June 30, 2021 34.72%
May 31, 2021 34.72%
April 30, 2021 34.72%
March 31, 2021 34.72%
February 28, 2021 34.72%
January 31, 2021 34.72%
December 31, 2020 34.72%
November 30, 2020 34.72%
October 31, 2020 34.72%
September 30, 2020 34.72%
August 31, 2020 34.72%
July 31, 2020 34.72%
June 30, 2020 34.72%
May 31, 2020 34.72%
April 30, 2020 34.72%
March 31, 2020 34.72%
February 29, 2020 15.89%
January 31, 2020 15.89%
December 31, 2019 15.89%
November 30, 2019 15.89%
Date Value
October 31, 2019 15.89%
September 30, 2019 15.89%
August 31, 2019 15.89%
July 31, 2019 15.89%
June 30, 2019 15.89%
May 31, 2019 15.89%
April 30, 2019 15.89%
March 31, 2019 15.89%
February 28, 2019 15.89%
January 31, 2019 15.89%
December 31, 2018 15.89%
November 30, 2018 13.63%
October 31, 2018 13.63%
September 30, 2018 13.63%
August 31, 2018 13.63%
July 31, 2018 13.63%
June 30, 2018 13.63%
May 31, 2018 13.63%
April 30, 2018 13.63%
March 31, 2018 13.63%
February 28, 2018 13.63%
January 31, 2018 13.63%
December 31, 2017 13.63%
November 30, 2017 13.63%
October 31, 2017 13.63%

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

13.63%
Minimum
Dec 2016
34.72%
Maximum
Mar 2020
21.58%
Average
15.89%
Median
Dec 2018