Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 33.00%
November 30, 2021 33.00%
October 31, 2021 33.00%
September 30, 2021 33.00%
August 31, 2021 33.00%
July 31, 2021 33.00%
June 30, 2021 33.00%
May 31, 2021 33.00%
April 30, 2021 33.00%
March 31, 2021 33.00%
February 28, 2021 33.00%
January 31, 2021 33.00%
December 31, 2020 33.00%
November 30, 2020 33.00%
October 31, 2020 33.00%
September 30, 2020 33.00%
August 31, 2020 33.00%
July 31, 2020 33.00%
June 30, 2020 33.00%
May 31, 2020 33.00%
April 30, 2020 33.00%
March 31, 2020 33.00%
February 29, 2020 28.63%
January 31, 2020 28.63%
December 31, 2019 28.63%
Date Value
November 30, 2019 28.63%
October 31, 2019 28.63%
September 30, 2019 28.63%
August 31, 2019 28.63%
July 31, 2019 28.63%
June 30, 2019 28.63%
May 31, 2019 28.63%
April 30, 2019 28.63%
March 31, 2019 28.63%
February 28, 2019 28.63%
January 31, 2019 28.63%
December 31, 2018 28.63%
November 30, 2018 24.39%
October 31, 2018 24.39%
September 30, 2018 24.39%
August 31, 2018 24.39%
July 31, 2018 24.39%
June 30, 2018 24.39%
May 31, 2018 24.39%
April 30, 2018 24.39%
March 31, 2018 23.90%
February 28, 2018 23.27%
January 31, 2018 22.71%
December 31, 2017 22.71%
November 30, 2017 22.71%

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

18.61%
Minimum
Jun 2017
33.00%
Maximum
Mar 2020
28.21%
Average
28.63%
Median
Dec 2018