Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
November 30, 2021 36.81%
October 31, 2021 36.81%
September 30, 2021 36.81%
August 31, 2021 36.81%
July 31, 2021 36.81%
June 30, 2021 36.81%
May 31, 2021 36.81%
April 30, 2021 36.81%
March 31, 2021 36.81%
February 28, 2021 36.81%
January 31, 2021 36.81%
December 31, 2020 36.81%
November 30, 2020 36.81%
October 31, 2020 36.81%
September 30, 2020 36.81%
August 31, 2020 36.81%
July 31, 2020 36.81%
June 30, 2020 36.81%
May 31, 2020 36.81%
April 30, 2020 36.81%
March 31, 2020 36.81%
February 29, 2020 17.47%
January 31, 2020 17.47%
December 31, 2019 17.47%
November 30, 2019 17.47%
Date Value
October 31, 2019 17.47%
September 30, 2019 17.47%
August 31, 2019 17.47%
July 31, 2019 17.47%
June 30, 2019 17.47%
May 31, 2019 17.47%
April 30, 2019 17.47%
March 31, 2019 17.47%
February 28, 2019 17.47%
January 31, 2019 17.47%
December 31, 2018 17.47%
November 30, 2018 13.29%
October 31, 2018 13.29%
September 30, 2018 13.29%
August 31, 2018 13.29%
July 31, 2018 13.29%
June 30, 2018 13.29%
May 31, 2018 13.29%
April 30, 2018 13.29%
March 31, 2018 13.29%
February 28, 2018 13.29%
January 31, 2018 13.29%
December 31, 2017 13.29%
November 30, 2017 13.29%
October 31, 2017 13.29%

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

13.29%
Minimum
May 2017
36.81%
Maximum
Mar 2020
22.97%
Average
17.47%
Median
Dec 2018