Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
November 30, 2021 30.68%
October 31, 2021 30.68%
September 30, 2021 30.68%
August 31, 2021 35.99%
July 31, 2021 35.99%
June 30, 2021 35.99%
May 31, 2021 35.99%
April 30, 2021 35.99%
March 31, 2021 36.43%
February 28, 2021 36.43%
January 31, 2021 36.43%
December 31, 2020 36.43%
November 30, 2020 38.03%
October 31, 2020 38.03%
September 30, 2020 38.03%
August 31, 2020 38.03%
July 31, 2020 38.03%
June 30, 2020 38.03%
May 31, 2020 38.03%
April 30, 2020 38.03%
March 31, 2020 38.03%
February 29, 2020 38.03%
January 31, 2020 38.03%
December 31, 2019 38.03%
November 30, 2019 38.03%
Date Value
October 31, 2019 38.03%
September 30, 2019 38.03%
August 31, 2019 38.03%
July 31, 2019 38.03%
June 30, 2019 38.03%
May 31, 2019 38.03%
April 30, 2019 38.03%
March 31, 2019 38.03%
February 28, 2019 38.03%
January 31, 2019 38.03%
December 31, 2018 38.03%
November 30, 2018 38.03%
October 31, 2018 38.03%
September 30, 2018 38.03%
August 31, 2018 38.03%
July 31, 2018 38.03%
June 30, 2018 38.03%
May 31, 2018 38.03%
April 30, 2018 38.03%
March 31, 2018 38.03%
February 28, 2018 38.03%
January 31, 2018 38.03%
December 31, 2017 38.03%
November 30, 2017 38.03%
October 31, 2017 38.03%

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

30.68%
Minimum
Sep 2021
38.03%
Maximum
Dec 2016
37.39%
Average
38.03%
Median
Dec 2016