Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
November 30, 2021 31.73%
October 31, 2021 31.73%
September 30, 2021 31.73%
August 31, 2021 31.73%
July 31, 2021 31.73%
June 30, 2021 31.73%
May 31, 2021 31.73%
April 30, 2021 31.73%
March 31, 2021 31.73%
February 28, 2021 31.73%
January 31, 2021 31.73%
December 31, 2020 31.73%
November 30, 2020 31.73%
October 31, 2020 31.73%
September 30, 2020 31.73%
August 31, 2020 31.73%
July 31, 2020 31.73%
June 30, 2020 31.73%
May 31, 2020 31.73%
April 30, 2020 31.73%
March 31, 2020 31.73%
February 29, 2020 22.31%
January 31, 2020 22.31%
December 31, 2019 22.31%
November 30, 2019 22.31%
Date Value
October 31, 2019 22.31%
September 30, 2019 22.31%
August 31, 2019 22.31%
July 31, 2019 22.31%
June 30, 2019 22.31%
May 31, 2019 22.31%
April 30, 2019 22.31%
March 31, 2019 22.31%
February 28, 2019 22.31%
January 31, 2019 22.31%
December 31, 2018 22.31%
November 30, 2018 15.61%
October 31, 2018 15.61%
September 30, 2018 15.61%
August 31, 2018 15.61%
July 31, 2018 15.61%
June 30, 2018 15.61%
May 31, 2018 15.61%
April 30, 2018 15.61%
March 31, 2018 15.61%
February 28, 2018 15.61%
January 31, 2018 15.61%
December 31, 2017 15.61%
November 30, 2017 15.61%
October 31, 2017 15.61%

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

15.61%
Minimum
Dec 2016
31.73%
Maximum
Mar 2020
22.92%
Average
22.31%
Median
Dec 2018