Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 50.07%
November 30, 2021 50.07%
October 31, 2021 50.07%
September 30, 2021 50.07%
August 31, 2021 50.07%
July 31, 2021 50.07%
June 30, 2021 50.07%
May 31, 2021 50.07%
April 30, 2021 50.07%
March 31, 2021 50.07%
February 28, 2021 50.07%
January 31, 2021 50.07%
December 31, 2020 50.07%
November 30, 2020 50.07%
October 31, 2020 50.07%
September 30, 2020 50.07%
August 31, 2020 50.07%
July 31, 2020 50.07%
June 30, 2020 50.07%
May 31, 2020 50.07%
April 30, 2020 50.07%
March 31, 2020 50.07%
February 29, 2020 30.52%
January 31, 2020 30.52%
December 31, 2019 30.52%
Date Value
November 30, 2019 30.52%
October 31, 2019 30.52%
September 30, 2019 30.52%
August 31, 2019 30.52%
July 31, 2019 30.52%
June 30, 2019 30.52%
May 31, 2019 30.52%
April 30, 2019 30.52%
March 31, 2019 30.52%
February 28, 2019 30.52%
January 31, 2019 30.52%
December 31, 2018 30.52%
November 30, 2018 28.53%
October 31, 2018 28.53%
September 30, 2018 28.53%
August 31, 2018 28.53%
July 31, 2018 28.53%
June 30, 2018 28.53%
May 31, 2018 28.53%
April 30, 2018 28.53%
March 31, 2018 28.53%
February 28, 2018 28.53%
January 31, 2018 28.53%
December 31, 2017 28.53%
November 30, 2017 28.53%

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

28.53%
Minimum
May 2017
50.07%
Maximum
Mar 2020
37.13%
Average
30.52%
Median
Dec 2018