Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
November 30, 2021 64.92%
October 31, 2021 64.92%
September 30, 2021 64.92%
August 31, 2021 64.92%
July 31, 2021 64.92%
June 30, 2021 64.92%
May 31, 2021 64.92%
April 30, 2021 64.92%
March 31, 2021 64.92%
February 28, 2021 64.92%
January 31, 2021 64.92%
December 31, 2020 64.92%
November 30, 2020 64.92%
October 31, 2020 64.92%
September 30, 2020 64.92%
August 31, 2020 64.92%
July 31, 2020 64.92%
June 30, 2020 64.92%
May 31, 2020 64.92%
April 30, 2020 64.92%
March 31, 2020 64.75%
February 29, 2020 38.05%
January 31, 2020 38.05%
December 31, 2019 38.05%
November 30, 2019 38.05%
Date Value
October 31, 2019 38.05%
September 30, 2019 38.05%
August 31, 2019 38.05%
July 31, 2019 37.77%
June 30, 2019 37.77%
May 31, 2019 37.77%
April 30, 2019 37.77%
March 31, 2019 37.77%
February 28, 2019 37.77%
January 31, 2019 37.77%
December 31, 2018 37.77%
November 30, 2018 36.21%
October 31, 2018 36.21%
September 30, 2018 36.21%
August 31, 2018 36.21%
July 31, 2018 36.21%
June 30, 2018 36.21%
May 31, 2018 36.21%
April 30, 2018 36.21%
March 31, 2018 36.21%
February 28, 2018 36.21%
January 31, 2018 36.21%
December 31, 2017 36.21%
November 30, 2017 36.21%
October 31, 2017 36.21%

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

36.21%
Minimum
Dec 2016
64.92%
Maximum
Apr 2020
46.68%
Average
37.77%
Median
Dec 2018