Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2021 30.42%
September 30, 2021 30.42%
August 31, 2021 30.42%
July 31, 2021 30.42%
June 30, 2021 30.42%
May 31, 2021 30.42%
April 30, 2021 30.42%
March 31, 2021 30.42%
February 28, 2021 30.42%
January 31, 2021 30.42%
December 31, 2020 30.42%
November 30, 2020 30.42%
October 31, 2020 30.42%
September 30, 2020 30.42%
August 31, 2020 30.42%
July 31, 2020 30.42%
June 30, 2020 30.42%
May 31, 2020 30.42%
April 30, 2020 30.42%
March 31, 2020 30.42%
February 29, 2020 20.85%
January 31, 2020 20.85%
December 31, 2019 20.85%
November 30, 2019 20.85%
October 31, 2019 20.85%
Date Value
September 30, 2019 20.85%
August 31, 2019 20.85%
July 31, 2019 20.85%
June 30, 2019 20.85%
May 31, 2019 20.85%
April 30, 2019 20.85%
March 31, 2019 20.85%
February 28, 2019 20.85%
January 31, 2019 20.85%
December 31, 2018 20.85%
November 30, 2018 16.76%
October 31, 2018 16.76%
September 30, 2018 16.76%
August 31, 2018 16.76%
July 31, 2018 16.76%
June 30, 2018 16.76%
May 31, 2018 16.76%
April 30, 2018 16.76%
March 31, 2018 16.76%
February 28, 2018 16.76%
January 31, 2018 16.76%
December 31, 2017 16.76%
November 30, 2017 16.76%
October 31, 2017 16.76%
September 30, 2017 16.76%

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

16.76%
Minimum
Nov 2016
30.42%
Maximum
Mar 2020
22.33%
Average
20.85%
Median
Dec 2018