Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
November 30, 2021 42.32%
October 31, 2021 42.32%
September 30, 2021 42.32%
August 31, 2021 42.32%
July 31, 2021 42.32%
June 30, 2021 42.32%
May 31, 2021 42.32%
April 30, 2021 42.32%
March 31, 2021 42.32%
February 28, 2021 42.32%
January 31, 2021 42.32%
December 31, 2020 42.32%
November 30, 2020 42.32%
October 31, 2020 42.32%
September 30, 2020 42.32%
August 31, 2020 42.32%
July 31, 2020 42.32%
June 30, 2020 42.32%
May 31, 2020 42.32%
April 30, 2020 42.32%
March 31, 2020 42.32%
February 29, 2020 17.42%
January 31, 2020 17.42%
December 31, 2019 17.42%
November 30, 2019 17.42%
Date Value
October 31, 2019 17.42%
September 30, 2019 17.42%
August 31, 2019 17.42%
July 31, 2019 17.42%
June 30, 2019 17.42%
May 31, 2019 17.42%
April 30, 2019 17.42%
March 31, 2019 17.42%
February 28, 2019 17.42%
January 31, 2019 17.42%
December 31, 2018 17.42%
November 30, 2018 17.42%
October 31, 2018 17.42%
September 30, 2018 17.42%
August 31, 2018 17.42%
July 31, 2018 17.42%
June 30, 2018 17.66%
May 31, 2018 18.01%
April 30, 2018 18.01%
March 31, 2018 18.01%
February 28, 2018 18.01%
January 31, 2018 18.01%
December 31, 2017 18.01%
November 30, 2017 18.01%
October 31, 2017 18.01%

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

17.42%
Minimum
Jul 2018
42.32%
Maximum
Mar 2020
26.31%
Average
18.01%
Median
Dec 2016