Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
November 30, 2021 43.13%
October 31, 2021 43.13%
September 30, 2021 43.13%
August 31, 2021 43.13%
July 31, 2021 43.13%
June 30, 2021 43.13%
May 31, 2021 43.13%
April 30, 2021 43.13%
March 31, 2021 43.13%
February 28, 2021 43.13%
January 31, 2021 43.13%
December 31, 2020 43.13%
November 30, 2020 43.13%
October 31, 2020 43.13%
September 30, 2020 43.13%
August 31, 2020 43.13%
July 31, 2020 43.13%
June 30, 2020 43.13%
May 31, 2020 43.13%
April 30, 2020 43.13%
March 31, 2020 43.13%
February 29, 2020 26.34%
January 31, 2020 26.34%
December 31, 2019 26.34%
November 30, 2019 26.34%
Date Value
October 31, 2019 26.34%
September 30, 2019 26.34%
August 31, 2019 26.34%
July 31, 2019 26.34%
June 30, 2019 26.34%
May 31, 2019 26.34%
April 30, 2019 26.34%
March 31, 2019 26.34%
February 28, 2019 26.34%
January 31, 2019 26.34%
December 31, 2018 26.34%
November 30, 2018 21.03%
October 31, 2018 21.03%
September 30, 2018 21.03%
August 31, 2018 21.03%
July 31, 2018 21.03%
June 30, 2018 21.03%
May 31, 2018 21.03%
April 30, 2018 21.03%
March 31, 2018 21.03%
February 28, 2018 21.03%
January 31, 2018 21.03%
December 31, 2017 21.03%
November 30, 2017 21.03%
October 31, 2017 21.03%

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

21.03%
Minimum
Dec 2016
43.13%
Maximum
Mar 2020
30.09%
Average
26.34%
Median
Dec 2018