Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
November 30, 2021 33.80%
October 31, 2021 33.80%
September 30, 2021 33.80%
August 31, 2021 33.80%
July 31, 2021 33.80%
June 30, 2021 33.80%
May 31, 2021 33.80%
April 30, 2021 33.80%
March 31, 2021 33.80%
February 28, 2021 33.80%
January 31, 2021 33.80%
December 31, 2020 33.80%
November 30, 2020 33.80%
October 31, 2020 33.80%
September 30, 2020 33.80%
August 31, 2020 33.80%
July 31, 2020 33.80%
June 30, 2020 33.80%
May 31, 2020 33.80%
April 30, 2020 33.80%
March 31, 2020 33.80%
February 29, 2020 19.38%
January 31, 2020 19.38%
December 31, 2019 19.38%
November 30, 2019 19.38%
Date Value
October 31, 2019 19.38%
September 30, 2019 19.38%
August 31, 2019 19.38%
July 31, 2019 19.38%
June 30, 2019 19.38%
May 31, 2019 19.38%
April 30, 2019 19.38%
March 31, 2019 19.38%
February 28, 2019 19.38%
January 31, 2019 19.38%
December 31, 2018 19.38%
November 30, 2018 12.97%
October 31, 2018 12.97%
September 30, 2018 12.97%
August 31, 2018 12.97%
July 31, 2018 12.97%
June 30, 2018 12.97%
May 31, 2018 12.97%
April 30, 2018 12.97%
March 31, 2018 12.97%
February 28, 2018 12.97%
January 31, 2018 12.97%
December 31, 2017 12.97%
November 30, 2017 12.97%
October 31, 2017 12.97%

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

12.97%
Minimum
Dec 2016
33.80%
Maximum
Mar 2020
21.86%
Average
19.38%
Median
Dec 2018