Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
November 30, 2021 31.94%
October 31, 2021 31.94%
September 30, 2021 31.94%
August 31, 2021 31.94%
July 31, 2021 31.94%
June 30, 2021 31.94%
May 31, 2021 31.94%
April 30, 2021 31.94%
March 31, 2021 31.94%
February 28, 2021 31.94%
January 31, 2021 31.94%
December 31, 2020 31.94%
November 30, 2020 31.94%
October 31, 2020 31.94%
September 30, 2020 31.94%
August 31, 2020 31.94%
July 31, 2020 31.94%
June 30, 2020 31.94%
May 31, 2020 31.94%
April 30, 2020 31.94%
March 31, 2020 31.94%
February 29, 2020 24.70%
January 31, 2020 24.70%
December 31, 2019 24.70%
November 30, 2019 24.70%
Date Value
October 31, 2019 24.70%
September 30, 2019 24.70%
August 31, 2019 24.70%
July 31, 2019 24.70%
June 30, 2019 24.70%
May 31, 2019 24.70%
April 30, 2019 24.70%
March 31, 2019 24.70%
February 28, 2019 24.70%
January 31, 2019 24.70%
December 31, 2018 24.70%
November 30, 2018 20.85%
October 31, 2018 20.85%
September 30, 2018 20.85%
August 31, 2018 20.85%
July 31, 2018 20.85%
June 30, 2018 20.85%
May 31, 2018 20.85%
April 30, 2018 20.85%
March 31, 2018 20.85%
February 28, 2018 20.85%
January 31, 2018 20.85%
December 31, 2017 20.85%
November 30, 2017 20.85%
October 31, 2017 20.85%

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

20.85%
Minimum
Sep 2017
31.94%
Maximum
Mar 2020
25.80%
Average
24.70%
Median
Dec 2018