Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2021 22.30%
September 30, 2021 22.30%
August 31, 2021 22.30%
July 31, 2021 22.30%
June 30, 2021 22.30%
May 31, 2021 22.30%
April 30, 2021 22.30%
March 31, 2021 22.30%
February 28, 2021 22.30%
January 31, 2021 22.30%
December 31, 2020 22.30%
November 30, 2020 22.30%
October 31, 2020 22.30%
September 30, 2020 22.30%
August 31, 2020 22.30%
July 31, 2020 22.30%
June 30, 2020 22.30%
May 31, 2020 22.30%
April 30, 2020 22.30%
March 31, 2020 22.30%
February 29, 2020 10.41%
January 31, 2020 10.41%
December 31, 2019 10.41%
November 30, 2019 10.41%
October 31, 2019 10.41%
Date Value
September 30, 2019 10.41%
August 31, 2019 10.41%
July 31, 2019 10.41%
June 30, 2019 10.41%
May 31, 2019 10.41%
April 30, 2019 10.41%
March 31, 2019 10.41%
February 28, 2019 10.41%
January 31, 2019 10.41%
December 31, 2018 10.41%
November 30, 2018 7.87%
October 31, 2018 7.87%
September 30, 2018 7.87%
August 31, 2018 7.87%
July 31, 2018 7.87%
June 30, 2018 7.87%
May 31, 2018 7.87%
April 30, 2018 7.87%
March 31, 2018 7.87%
February 28, 2018 7.87%
January 31, 2018 7.87%
December 31, 2017 7.87%
November 30, 2017 7.87%
October 31, 2017 7.87%
September 30, 2017 7.87%

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

7.87%
Minimum
Nov 2016
22.30%
Maximum
Mar 2020
13.31%
Average
10.41%
Median
Dec 2018