Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 42.81%
November 30, 2021 42.81%
October 31, 2021 42.81%
September 30, 2021 42.81%
August 31, 2021 42.81%
July 31, 2021 42.81%
June 30, 2021 42.81%
May 31, 2021 42.81%
April 30, 2021 42.81%
March 31, 2021 42.81%
February 28, 2021 42.81%
January 31, 2021 42.81%
December 31, 2020 42.81%
November 30, 2020 42.81%
October 31, 2020 42.81%
September 30, 2020 42.81%
August 31, 2020 42.81%
July 31, 2020 42.81%
June 30, 2020 42.81%
May 31, 2020 42.81%
April 30, 2020 42.81%
March 31, 2020 42.81%
February 29, 2020 15.86%
January 31, 2020 15.86%
December 31, 2019 15.86%
Date Value
November 30, 2019 15.86%
October 31, 2019 15.86%
September 30, 2019 15.86%
August 31, 2019 15.86%
July 31, 2019 15.86%
June 30, 2019 15.86%
May 31, 2019 15.86%
April 30, 2019 15.86%
March 31, 2019 15.86%
February 28, 2019 15.86%
January 31, 2019 15.86%
December 31, 2018 15.86%
November 30, 2018 14.83%
October 31, 2018 14.83%
September 30, 2018 14.83%
August 31, 2018 14.83%
July 31, 2018 14.83%
June 30, 2018 14.83%
May 31, 2018 14.83%
April 30, 2018 14.83%
March 31, 2018 14.83%
February 28, 2018 14.83%
January 31, 2018 14.83%
December 31, 2017 14.83%
November 30, 2017 14.83%

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

14.83%
Minimum
Jan 2017
42.81%
Maximum
Mar 2020
25.35%
Average
15.86%
Median
Dec 2018