Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
November 30, 2021 30.46%
October 31, 2021 30.46%
September 30, 2021 30.46%
August 31, 2021 30.46%
July 31, 2021 30.46%
June 30, 2021 30.46%
May 31, 2021 30.46%
April 30, 2021 30.46%
March 31, 2021 30.46%
February 28, 2021 30.46%
January 31, 2021 30.46%
December 31, 2020 30.46%
November 30, 2020 30.46%
October 31, 2020 30.46%
September 30, 2020 30.46%
August 31, 2020 30.46%
July 31, 2020 30.46%
June 30, 2020 30.46%
May 31, 2020 30.46%
April 30, 2020 30.46%
March 31, 2020 30.46%
February 29, 2020 22.75%
January 31, 2020 22.75%
December 31, 2019 22.75%
November 30, 2019 22.75%
Date Value
October 31, 2019 22.75%
September 30, 2019 22.75%
August 31, 2019 22.75%
July 31, 2019 22.75%
June 30, 2019 22.75%
May 31, 2019 22.75%
April 30, 2019 22.75%
March 31, 2019 22.75%
February 28, 2019 22.75%
January 31, 2019 22.75%
December 31, 2018 22.75%
November 30, 2018 20.55%
October 31, 2018 20.55%
September 30, 2018 20.55%
August 31, 2018 20.55%
July 31, 2018 20.55%
June 30, 2018 20.55%
May 31, 2018 20.55%
April 30, 2018 20.55%
March 31, 2018 20.55%
February 28, 2018 20.55%
January 31, 2018 20.55%
December 31, 2017 20.55%
November 30, 2017 20.55%
October 31, 2017 20.55%

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

20.55%
Minimum
Dec 2016
30.46%
Maximum
Mar 2020
24.57%
Average
22.75%
Median
Dec 2018