Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 50.23%
November 30, 2021 50.23%
October 31, 2021 50.23%
September 30, 2021 50.23%
August 31, 2021 50.23%
July 31, 2021 50.23%
June 30, 2021 50.23%
May 31, 2021 50.23%
April 30, 2021 50.23%
March 31, 2021 50.23%
February 28, 2021 50.23%
January 31, 2021 50.23%
December 31, 2020 50.23%
November 30, 2020 50.23%
October 31, 2020 50.23%
September 30, 2020 50.23%
August 31, 2020 50.23%
July 31, 2020 50.23%
June 30, 2020 50.23%
May 31, 2020 50.23%
April 30, 2020 50.23%
March 31, 2020 50.23%
February 29, 2020 29.41%
January 31, 2020 29.41%
December 31, 2019 29.41%
Date Value
November 30, 2019 29.41%
October 31, 2019 29.41%
September 30, 2019 29.41%
August 31, 2019 29.41%
July 31, 2019 29.41%
June 30, 2019 29.41%
May 31, 2019 29.41%
April 30, 2019 29.41%
March 31, 2019 29.41%
February 28, 2019 29.41%
January 31, 2019 29.41%
December 31, 2018 29.41%
November 30, 2018 29.08%
October 31, 2018 29.08%
September 30, 2018 29.08%
August 31, 2018 29.08%
July 31, 2018 29.08%
June 30, 2018 29.08%
May 31, 2018 29.08%
April 30, 2018 29.08%
March 31, 2018 29.08%
February 28, 2018 29.08%
January 31, 2018 29.08%
December 31, 2017 29.08%
November 30, 2017 29.08%

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

29.08%
Minimum
Jan 2017
50.23%
Maximum
Mar 2020
36.92%
Average
29.41%
Median
Dec 2018