Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2021 48.18%
September 30, 2021 48.18%
August 31, 2021 48.18%
July 31, 2021 48.18%
June 30, 2021 48.18%
May 31, 2021 48.18%
April 30, 2021 48.18%
March 31, 2021 48.18%
February 28, 2021 48.18%
January 31, 2021 48.18%
December 31, 2020 48.18%
November 30, 2020 48.18%
October 31, 2020 48.18%
September 30, 2020 48.18%
August 31, 2020 48.18%
July 31, 2020 48.18%
June 30, 2020 48.18%
May 31, 2020 48.18%
April 30, 2020 48.18%
March 31, 2020 48.18%
February 29, 2020 28.22%
January 31, 2020 28.22%
December 31, 2019 28.22%
November 30, 2019 28.22%
October 31, 2019 28.22%
Date Value
September 30, 2019 28.22%
August 31, 2019 28.22%
July 31, 2019 28.22%
June 30, 2019 28.22%
May 31, 2019 28.22%
April 30, 2019 28.22%
March 31, 2019 28.22%
February 28, 2019 28.22%
January 31, 2019 28.22%
December 31, 2018 28.22%
November 30, 2018 21.96%
October 31, 2018 21.96%
September 30, 2018 21.96%
August 31, 2018 21.96%
July 31, 2018 21.96%
June 30, 2018 21.96%
May 31, 2018 21.96%
April 30, 2018 21.96%
March 31, 2018 21.96%
February 28, 2018 21.96%
January 31, 2018 21.96%
December 31, 2017 21.96%
November 30, 2017 21.96%
October 31, 2017 21.96%
September 30, 2017 21.96%

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

21.96%
Minimum
Nov 2016
48.18%
Maximum
Mar 2020
32.26%
Average
28.22%
Median
Dec 2018