Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
November 30, 2021 33.11%
October 31, 2021 33.11%
September 30, 2021 33.11%
August 31, 2021 33.11%
July 31, 2021 33.11%
June 30, 2021 33.11%
May 31, 2021 33.11%
April 30, 2021 33.11%
March 31, 2021 33.11%
February 28, 2021 33.11%
January 31, 2021 33.11%
December 31, 2020 33.11%
November 30, 2020 33.11%
October 31, 2020 33.11%
September 30, 2020 33.11%
August 31, 2020 33.11%
July 31, 2020 33.11%
June 30, 2020 33.11%
May 31, 2020 33.11%
April 30, 2020 33.11%
March 31, 2020 33.11%
February 29, 2020 21.21%
January 31, 2020 21.21%
December 31, 2019 21.21%
November 30, 2019 21.21%
Date Value
October 31, 2019 21.21%
September 30, 2019 21.21%
August 31, 2019 21.21%
July 31, 2019 21.21%
June 30, 2019 21.21%
May 31, 2019 21.21%
April 30, 2019 21.21%
March 31, 2019 21.21%
February 28, 2019 21.21%
January 31, 2019 21.21%
December 31, 2018 21.21%
November 30, 2018 16.16%
October 31, 2018 16.16%
September 30, 2018 16.16%
August 31, 2018 16.16%
July 31, 2018 16.16%
June 30, 2018 16.16%
May 31, 2018 16.16%
April 30, 2018 16.16%
March 31, 2018 16.16%
February 28, 2018 16.16%
January 31, 2018 16.16%
December 31, 2017 16.16%
November 30, 2017 16.16%
October 31, 2017 16.16%

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

16.16%
Minimum
Dec 2016
33.11%
Maximum
Mar 2020
23.36%
Average
21.21%
Median
Dec 2018