Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2021 32.98%
September 30, 2021 32.98%
August 31, 2021 32.98%
July 31, 2021 32.98%
June 30, 2021 32.98%
May 31, 2021 32.98%
April 30, 2021 32.98%
March 31, 2021 32.98%
February 28, 2021 32.98%
January 31, 2021 32.98%
December 31, 2020 32.98%
November 30, 2020 32.98%
October 31, 2020 32.98%
September 30, 2020 32.98%
August 31, 2020 32.98%
July 31, 2020 32.98%
June 30, 2020 32.98%
May 31, 2020 32.98%
April 30, 2020 32.98%
March 31, 2020 32.98%
February 29, 2020 13.50%
January 31, 2020 13.50%
December 31, 2019 13.50%
November 30, 2019 13.50%
October 31, 2019 13.50%
Date Value
September 30, 2019 13.50%
August 31, 2019 13.50%
July 31, 2019 13.50%
June 30, 2019 13.50%
May 31, 2019 13.50%
April 30, 2019 13.50%
March 31, 2019 13.50%
February 28, 2019 13.50%
January 31, 2019 13.50%
December 31, 2018 13.50%
November 30, 2018 10.07%
October 31, 2018 10.07%
September 30, 2018 10.07%
August 31, 2018 10.07%
July 31, 2018 10.07%
June 30, 2018 10.07%
May 31, 2018 10.07%
April 30, 2018 10.07%
March 31, 2018 10.07%
February 28, 2018 10.07%
January 31, 2018 10.07%
December 31, 2017 10.07%
November 30, 2017 10.07%
October 31, 2017 10.07%
September 30, 2017 10.07%

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

10.07%
Minimum
Dec 2016
32.98%
Maximum
Mar 2020
18.70%
Average
13.50%
Median
Dec 2018