Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2021 51.37%
September 30, 2021 51.37%
August 31, 2021 51.37%
July 31, 2021 51.37%
June 30, 2021 51.37%
May 31, 2021 51.37%
April 30, 2021 51.37%
March 31, 2021 51.37%
February 28, 2021 51.37%
January 31, 2021 51.37%
December 31, 2020 51.37%
November 30, 2020 51.37%
October 31, 2020 51.37%
September 30, 2020 51.37%
August 31, 2020 51.37%
July 31, 2020 51.37%
June 30, 2020 51.37%
May 31, 2020 51.37%
April 30, 2020 51.37%
March 31, 2020 51.37%
February 29, 2020 32.25%
January 31, 2020 32.25%
December 31, 2019 32.25%
November 30, 2019 32.25%
October 31, 2019 32.25%
Date Value
September 30, 2019 32.25%
August 31, 2019 32.25%
July 31, 2019 32.25%
June 30, 2019 32.25%
May 31, 2019 32.25%
April 30, 2019 32.25%
March 31, 2019 32.25%
February 28, 2019 32.25%
January 31, 2019 32.25%
December 31, 2018 32.25%
November 30, 2018 32.25%
October 31, 2018 32.25%
September 30, 2018 32.25%
August 31, 2018 32.25%
July 31, 2018 32.25%
June 30, 2018 32.25%
May 31, 2018 32.25%
April 30, 2018 32.25%
March 31, 2018 32.25%
February 28, 2018 32.25%
January 31, 2018 32.25%
December 31, 2017 32.25%
November 30, 2017 32.25%
October 31, 2017 32.25%
September 30, 2017 32.25%

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

32.25%
Minimum
Nov 2016
51.37%
Maximum
Mar 2020
38.62%
Average
32.25%
Median
Nov 2016