Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
November 30, 2021 45.23%
October 31, 2021 45.23%
September 30, 2021 45.23%
August 31, 2021 45.23%
July 31, 2021 45.23%
June 30, 2021 45.23%
May 31, 2021 45.23%
April 30, 2021 45.23%
March 31, 2021 45.23%
February 28, 2021 45.23%
January 31, 2021 45.23%
December 31, 2020 45.23%
November 30, 2020 45.23%
October 31, 2020 45.23%
September 30, 2020 45.23%
August 31, 2020 45.23%
July 31, 2020 45.23%
June 30, 2020 45.23%
May 31, 2020 45.23%
April 30, 2020 45.23%
March 31, 2020 45.23%
February 29, 2020 27.55%
January 31, 2020 27.55%
December 31, 2019 27.55%
November 30, 2019 27.55%
Date Value
October 31, 2019 27.55%
September 30, 2019 27.55%
August 31, 2019 27.55%
July 31, 2019 27.55%
June 30, 2019 27.55%
May 31, 2019 27.55%
April 30, 2019 27.55%
March 31, 2019 27.55%
February 28, 2019 27.55%
January 31, 2019 27.55%
December 31, 2018 27.55%
November 30, 2018 19.60%
October 31, 2018 19.60%
September 30, 2018 19.60%
August 31, 2018 19.60%
July 31, 2018 19.60%
June 30, 2018 19.60%
May 31, 2018 19.60%
April 30, 2018 19.60%
March 31, 2018 19.60%
February 28, 2018 19.60%
January 31, 2018 19.60%
December 31, 2017 19.60%
November 30, 2017 19.60%
October 31, 2017 19.60%

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

19.60%
Minimum
Dec 2016
45.23%
Maximum
Mar 2020
30.56%
Average
27.55%
Median
Dec 2018