Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
November 30, 2021 42.38%
October 31, 2021 42.38%
September 30, 2021 42.38%
August 31, 2021 42.38%
July 31, 2021 42.38%
June 30, 2021 42.38%
May 31, 2021 42.38%
April 30, 2021 42.38%
March 31, 2021 42.38%
February 28, 2021 42.38%
January 31, 2021 42.38%
December 31, 2020 42.38%
November 30, 2020 42.38%
October 31, 2020 42.38%
September 30, 2020 42.38%
August 31, 2020 42.38%
July 31, 2020 42.38%
June 30, 2020 42.38%
May 31, 2020 42.38%
April 30, 2020 42.38%
March 31, 2020 42.38%
February 29, 2020 25.50%
January 31, 2020 25.50%
December 31, 2019 25.50%
November 30, 2019 25.50%
Date Value
October 31, 2019 25.50%
September 30, 2019 25.50%
August 31, 2019 25.50%
July 31, 2019 25.50%
June 30, 2019 25.50%
May 31, 2019 25.50%
April 30, 2019 25.50%
March 31, 2019 25.50%
February 28, 2019 25.50%
January 31, 2019 25.50%
December 31, 2018 25.50%
November 30, 2018 25.32%
October 31, 2018 25.32%
September 30, 2018 25.32%
August 31, 2018 25.32%
July 31, 2018 25.32%
June 30, 2018 25.32%
May 31, 2018 25.32%
April 30, 2018 25.32%
March 31, 2018 25.32%
February 28, 2018 25.32%
January 31, 2018 25.32%
December 31, 2017 25.32%
November 30, 2017 25.32%
October 31, 2017 25.32%

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

25.32%
Minimum
Jun 2017
42.38%
Maximum
Mar 2020
31.93%
Average
25.50%
Median
Dec 2018