Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2021 45.65%
September 30, 2021 45.65%
August 31, 2021 45.65%
July 31, 2021 45.65%
June 30, 2021 45.65%
May 31, 2021 45.65%
April 30, 2021 45.65%
March 31, 2021 45.65%
February 28, 2021 45.65%
January 31, 2021 45.65%
December 31, 2020 45.65%
November 30, 2020 45.65%
October 31, 2020 45.65%
September 30, 2020 45.65%
August 31, 2020 45.65%
July 31, 2020 45.65%
June 30, 2020 45.65%
May 31, 2020 45.65%
April 30, 2020 45.65%
March 31, 2020 45.65%
February 29, 2020 26.39%
January 31, 2020 26.39%
December 31, 2019 26.39%
November 30, 2019 26.39%
October 31, 2019 26.39%
Date Value
September 30, 2019 26.39%
August 31, 2019 26.39%
July 31, 2019 26.39%
June 30, 2019 26.39%
May 31, 2019 26.39%
April 30, 2019 26.39%
March 31, 2019 26.39%
February 28, 2019 26.39%
January 31, 2019 26.39%
December 31, 2018 26.39%
November 30, 2018 23.27%
October 31, 2018 23.27%
September 30, 2018 23.27%
August 31, 2018 23.27%
July 31, 2018 23.27%
June 30, 2018 23.27%
May 31, 2018 23.27%
April 30, 2018 23.27%
March 31, 2018 23.27%
February 28, 2018 23.27%
January 31, 2018 23.27%
December 31, 2017 23.27%
November 30, 2017 23.27%
October 31, 2017 23.27%
September 30, 2017 23.27%

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

23.27%
Minimum
Dec 2016
45.65%
Maximum
Mar 2020
31.65%
Average
26.39%
Median
Dec 2018