Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 54.89%
November 30, 2021 54.89%
October 31, 2021 54.89%
September 30, 2021 54.89%
August 31, 2021 54.89%
July 31, 2021 54.89%
June 30, 2021 54.89%
May 31, 2021 54.89%
April 30, 2021 54.89%
March 31, 2021 54.89%
February 28, 2021 54.89%
January 31, 2021 54.89%
December 31, 2020 54.89%
November 30, 2020 54.89%
October 31, 2020 54.89%
September 30, 2020 54.89%
August 31, 2020 54.89%
July 31, 2020 54.89%
June 30, 2020 54.89%
May 31, 2020 54.89%
April 30, 2020 54.89%
March 31, 2020 54.89%
February 29, 2020 44.31%
January 31, 2020 44.31%
December 31, 2019 44.31%
Date Value
November 30, 2019 44.31%
October 31, 2019 44.31%
September 30, 2019 44.31%
August 31, 2019 44.31%
July 31, 2019 44.31%
June 30, 2019 44.31%
May 31, 2019 44.31%
April 30, 2019 44.31%
March 31, 2019 44.31%
February 28, 2019 44.31%
January 31, 2019 44.31%
December 31, 2018 44.31%
November 30, 2018 27.65%
October 31, 2018 27.32%
September 30, 2018 27.32%
August 31, 2018 27.32%
July 31, 2018 27.32%
June 30, 2018 27.32%
May 31, 2018 27.32%
April 30, 2018 27.32%
March 31, 2018 27.32%
February 28, 2018 27.32%
January 31, 2018 27.32%
December 31, 2017 27.32%
November 30, 2017 27.32%

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

27.32%
Minimum
May 2017
54.89%
Maximum
Mar 2020
42.71%
Average
44.31%
Median
Dec 2018