Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2021 37.73%
September 30, 2021 37.73%
August 31, 2021 37.73%
July 31, 2021 37.73%
June 30, 2021 37.73%
May 31, 2021 37.73%
April 30, 2021 37.73%
March 31, 2021 37.73%
February 28, 2021 37.73%
January 31, 2021 37.73%
December 31, 2020 37.73%
November 30, 2020 37.73%
October 31, 2020 37.73%
September 30, 2020 37.73%
August 31, 2020 37.73%
July 31, 2020 37.73%
June 30, 2020 37.73%
May 31, 2020 37.73%
April 30, 2020 37.73%
March 31, 2020 37.73%
February 29, 2020 19.76%
January 31, 2020 19.76%
December 31, 2019 19.76%
November 30, 2019 19.76%
October 31, 2019 19.76%
Date Value
September 30, 2019 19.76%
August 31, 2019 19.76%
July 31, 2019 19.76%
June 30, 2019 19.76%
May 31, 2019 19.76%
April 30, 2019 19.76%
March 31, 2019 19.76%
February 28, 2019 19.76%
January 31, 2019 19.76%
December 31, 2018 19.76%
November 30, 2018 18.61%
October 31, 2018 18.61%
September 30, 2018 18.61%
August 31, 2018 18.61%
July 31, 2018 18.61%
June 30, 2018 18.61%
May 31, 2018 18.61%
April 30, 2018 18.61%
March 31, 2018 18.61%
February 28, 2018 18.61%
January 31, 2018 18.61%
December 31, 2017 18.61%
November 30, 2017 18.61%
October 31, 2017 18.61%
September 30, 2017 18.61%

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

18.61%
Minimum
Nov 2016
37.73%
Maximum
Mar 2020
25.27%
Average
19.76%
Median
Dec 2018