Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2021 32.31%
September 30, 2021 32.31%
August 31, 2021 32.31%
July 31, 2021 32.31%
June 30, 2021 32.31%
May 31, 2021 32.31%
April 30, 2021 32.31%
March 31, 2021 32.31%
February 28, 2021 32.31%
January 31, 2021 32.31%
December 31, 2020 32.31%
November 30, 2020 32.31%
October 31, 2020 32.31%
September 30, 2020 32.31%
August 31, 2020 32.31%
July 31, 2020 32.31%
June 30, 2020 32.31%
May 31, 2020 32.31%
April 30, 2020 32.31%
March 31, 2020 32.31%
February 29, 2020 18.86%
January 31, 2020 18.86%
December 31, 2019 18.86%
November 30, 2019 18.86%
October 31, 2019 18.86%
Date Value
September 30, 2019 18.86%
August 31, 2019 18.86%
July 31, 2019 18.86%
June 30, 2019 18.86%
May 31, 2019 18.86%
April 30, 2019 18.86%
March 31, 2019 18.86%
February 28, 2019 18.86%
January 31, 2019 18.86%
December 31, 2018 18.86%
November 30, 2018 16.78%
October 31, 2018 16.78%
September 30, 2018 16.78%
August 31, 2018 16.78%
July 31, 2018 16.78%
June 30, 2018 16.78%
May 31, 2018 16.78%
April 30, 2018 16.78%
March 31, 2018 16.78%
February 28, 2018 16.78%
January 31, 2018 16.78%
December 31, 2017 16.78%
November 30, 2017 16.78%
October 31, 2017 16.78%
September 30, 2017 16.78%

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

16.78%
Minimum
Nov 2016
32.31%
Maximum
Mar 2020
22.48%
Average
18.86%
Median
Dec 2018