Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
November 30, 2021 30.72%
October 31, 2021 30.72%
September 30, 2021 30.72%
August 31, 2021 30.72%
July 31, 2021 30.72%
June 30, 2021 30.72%
May 31, 2021 30.72%
April 30, 2021 30.72%
March 31, 2021 30.72%
February 28, 2021 30.72%
January 31, 2021 30.72%
December 31, 2020 30.72%
November 30, 2020 30.72%
October 31, 2020 30.72%
September 30, 2020 30.72%
August 31, 2020 30.72%
July 31, 2020 30.72%
June 30, 2020 30.72%
May 31, 2020 30.72%
April 30, 2020 30.72%
March 31, 2020 30.72%
February 29, 2020 22.17%
January 31, 2020 22.17%
December 31, 2019 22.17%
November 30, 2019 22.17%
Date Value
October 31, 2019 22.17%
September 30, 2019 22.17%
August 31, 2019 22.17%
July 31, 2019 22.17%
June 30, 2019 22.17%
May 31, 2019 22.17%
April 30, 2019 22.17%
March 31, 2019 22.17%
February 28, 2019 22.17%
January 31, 2019 22.17%
December 31, 2018 22.17%
November 30, 2018 21.80%
October 31, 2018 21.80%
September 30, 2018 21.80%
August 31, 2018 21.80%
July 31, 2018 21.80%
June 30, 2018 21.80%
May 31, 2018 21.80%
April 30, 2018 21.80%
March 31, 2018 21.80%
February 28, 2018 21.80%
January 31, 2018 21.80%
December 31, 2017 21.80%
November 30, 2017 21.80%
October 31, 2017 21.80%

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

21.80%
Minimum
Dec 2016
30.72%
Maximum
Mar 2020
25.02%
Average
22.17%
Median
Dec 2018