Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
November 30, 2021 47.91%
October 31, 2021 47.91%
September 30, 2021 47.91%
August 31, 2021 47.91%
July 31, 2021 47.91%
June 30, 2021 47.91%
May 31, 2021 47.91%
April 30, 2021 47.91%
March 31, 2021 47.91%
February 28, 2021 47.91%
January 31, 2021 47.91%
December 31, 2020 47.91%
November 30, 2020 47.91%
October 31, 2020 47.91%
September 30, 2020 47.91%
August 31, 2020 47.91%
July 31, 2020 47.91%
June 30, 2020 47.91%
May 31, 2020 47.91%
April 30, 2020 47.91%
March 31, 2020 47.91%
February 29, 2020 26.81%
January 31, 2020 26.81%
December 31, 2019 26.81%
November 30, 2019 26.81%
Date Value
October 31, 2019 26.81%
September 30, 2019 26.81%
August 31, 2019 26.81%
July 31, 2019 26.81%
June 30, 2019 26.81%
May 31, 2019 26.81%
April 30, 2019 26.81%
March 31, 2019 26.81%
February 28, 2019 26.81%
January 31, 2019 26.81%
December 31, 2018 26.81%
November 30, 2018 26.36%
October 31, 2018 26.36%
September 30, 2018 26.36%
August 31, 2018 26.36%
July 31, 2018 26.36%
June 30, 2018 26.36%
May 31, 2018 26.36%
April 30, 2018 26.36%
March 31, 2018 26.36%
February 28, 2018 26.36%
January 31, 2018 26.36%
December 31, 2017 26.36%
November 30, 2017 26.36%
October 31, 2017 26.36%

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

26.36%
Minimum
Dec 2016
47.91%
Maximum
Mar 2020
34.01%
Average
26.81%
Median
Dec 2018

Max Drawdown (5Y) Related Metrics