Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 53.11%
November 30, 2021 53.11%
October 31, 2021 53.11%
September 30, 2021 53.11%
August 31, 2021 53.11%
July 31, 2021 53.11%
June 30, 2021 53.11%
May 31, 2021 53.11%
April 30, 2021 53.11%
March 31, 2021 53.11%
February 28, 2021 53.11%
January 31, 2021 53.11%
December 31, 2020 53.11%
November 30, 2020 53.11%
October 31, 2020 53.11%
September 30, 2020 53.11%
August 31, 2020 53.11%
July 31, 2020 53.11%
June 30, 2020 53.11%
May 31, 2020 53.11%
April 30, 2020 53.11%
March 31, 2020 53.11%
February 29, 2020 30.92%
January 31, 2020 30.92%
December 31, 2019 30.92%
Date Value
November 30, 2019 30.92%
October 31, 2019 30.92%
September 30, 2019 30.92%
August 31, 2019 30.92%
July 31, 2019 30.92%
June 30, 2019 30.92%
May 31, 2019 30.92%
April 30, 2019 30.92%
March 31, 2019 30.92%
February 28, 2019 30.92%
January 31, 2019 30.92%
December 31, 2018 30.92%
November 30, 2018 28.02%
October 31, 2018 28.02%
September 30, 2018 28.02%
August 31, 2018 28.02%
July 31, 2018 28.02%
June 30, 2018 28.02%
May 31, 2018 28.02%
April 30, 2018 28.02%
March 31, 2018 28.02%
February 28, 2018 28.02%
January 31, 2018 29.97%
December 31, 2017 32.08%
November 30, 2017 34.37%

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

28.02%
Minimum
Feb 2018
58.89%
Maximum
Jan 2017
42.05%
Average
45.56%
Median