Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2021 42.19%
September 30, 2021 42.19%
August 31, 2021 42.19%
July 31, 2021 42.19%
June 30, 2021 42.19%
May 31, 2021 42.19%
April 30, 2021 42.19%
March 31, 2021 42.19%
February 28, 2021 42.19%
January 31, 2021 42.19%
December 31, 2020 42.19%
November 30, 2020 42.19%
October 31, 2020 42.19%
September 30, 2020 42.19%
August 31, 2020 42.19%
July 31, 2020 42.19%
June 30, 2020 42.19%
May 31, 2020 42.19%
April 30, 2020 42.19%
March 31, 2020 42.19%
February 29, 2020 23.09%
January 31, 2020 23.09%
December 31, 2019 23.09%
November 30, 2019 23.09%
October 31, 2019 23.09%
Date Value
September 30, 2019 23.09%
August 31, 2019 23.09%
July 31, 2019 23.09%
June 30, 2019 23.09%
May 31, 2019 23.09%
April 30, 2019 23.09%
March 31, 2019 23.09%
February 28, 2019 23.09%
January 31, 2019 23.09%
December 31, 2018 23.09%
November 30, 2018 20.45%
October 31, 2018 20.45%
September 30, 2018 20.45%
August 31, 2018 20.45%
July 31, 2018 20.45%
June 30, 2018 20.45%
May 31, 2018 20.45%
April 30, 2018 20.45%
March 31, 2018 20.45%
February 28, 2018 20.45%
January 31, 2018 20.45%
December 31, 2017 20.45%
November 30, 2017 20.45%
October 31, 2017 20.45%
September 30, 2017 20.45%

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

20.45%
Minimum
Nov 2016
42.19%
Maximum
Mar 2020
28.36%
Average
23.09%
Median
Dec 2018