Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 39.99%
November 30, 2021 34.14%
October 31, 2021 34.14%
September 30, 2021 34.14%
August 31, 2021 34.14%
July 31, 2021 34.14%
June 30, 2021 34.14%
May 31, 2021 34.14%
April 30, 2021 34.14%
March 31, 2021 34.14%
February 28, 2021 34.14%
January 31, 2021 34.14%
December 31, 2020 34.14%
November 30, 2020 34.14%
October 31, 2020 34.14%
September 30, 2020 34.14%
August 31, 2020 34.14%
July 31, 2020 34.14%
June 30, 2020 34.14%
May 31, 2020 34.14%
April 30, 2020 34.14%
March 31, 2020 34.14%
February 29, 2020 31.62%
January 31, 2020 31.62%
December 31, 2019 31.62%
Date Value
November 30, 2019 31.62%
October 31, 2019 31.62%
September 30, 2019 31.62%
August 31, 2019 31.62%
July 31, 2019 31.62%
June 30, 2019 31.62%
May 31, 2019 31.62%
April 30, 2019 31.62%
March 31, 2019 31.62%
February 28, 2019 31.62%
January 31, 2019 31.62%
December 31, 2018 31.62%
November 30, 2018 31.62%
October 31, 2018 31.62%
September 30, 2018 29.62%
August 31, 2018 29.62%
July 31, 2018 29.62%
June 30, 2018 29.62%
May 31, 2018 29.62%
April 30, 2018 29.62%
March 31, 2018 29.62%
February 28, 2018 29.62%
January 31, 2018 29.62%
December 31, 2017 29.62%
November 30, 2017 29.62%

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

29.62%
Minimum
Jul 2017
41.56%
Maximum
Jan 2017
32.97%
Average
31.62%
Median
Oct 2018