Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
November 30, 2021 32.32%
October 31, 2021 32.32%
September 30, 2021 32.32%
August 31, 2021 32.32%
July 31, 2021 32.32%
June 30, 2021 32.32%
May 31, 2021 32.32%
April 30, 2021 32.32%
March 31, 2021 32.32%
February 28, 2021 32.32%
January 31, 2021 32.32%
December 31, 2020 32.32%
November 30, 2020 32.32%
October 31, 2020 32.32%
September 30, 2020 32.32%
August 31, 2020 32.32%
July 31, 2020 32.32%
June 30, 2020 32.32%
May 31, 2020 32.32%
April 30, 2020 32.32%
March 31, 2020 32.32%
February 29, 2020 18.84%
January 31, 2020 18.84%
December 31, 2019 18.84%
November 30, 2019 18.84%
Date Value
October 31, 2019 18.84%
September 30, 2019 18.84%
August 31, 2019 18.84%
July 31, 2019 18.84%
June 30, 2019 18.84%
May 31, 2019 18.84%
April 30, 2019 18.84%
March 31, 2019 18.84%
February 28, 2019 18.84%
January 31, 2019 18.84%
December 31, 2018 18.84%
November 30, 2018 16.81%
October 31, 2018 16.81%
September 30, 2018 16.81%
August 31, 2018 16.81%
July 31, 2018 16.81%
June 30, 2018 16.81%
May 31, 2018 16.81%
April 30, 2018 16.81%
March 31, 2018 16.81%
February 28, 2018 16.81%
January 31, 2018 16.81%
December 31, 2017 16.81%
November 30, 2017 16.81%
October 31, 2017 16.81%

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

16.81%
Minimum
Dec 2016
32.32%
Maximum
Mar 2020
22.74%
Average
18.84%
Median
Dec 2018