Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 34.08%
November 30, 2021 34.08%
October 31, 2021 34.08%
September 30, 2021 34.08%
August 31, 2021 34.08%
July 31, 2021 34.08%
June 30, 2021 34.08%
May 31, 2021 34.08%
April 30, 2021 34.08%
March 31, 2021 34.08%
February 28, 2021 34.08%
January 31, 2021 34.08%
December 31, 2020 34.08%
November 30, 2020 34.08%
October 31, 2020 34.08%
September 30, 2020 34.08%
August 31, 2020 34.08%
July 31, 2020 34.08%
June 30, 2020 34.08%
May 31, 2020 34.08%
April 30, 2020 34.08%
March 31, 2020 34.08%
February 29, 2020 22.12%
January 31, 2020 22.12%
December 31, 2019 22.12%
Date Value
November 30, 2019 22.12%
October 31, 2019 22.12%
September 30, 2019 22.12%
August 31, 2019 22.12%
July 31, 2019 22.12%
June 30, 2019 22.12%
May 31, 2019 22.12%
April 30, 2019 22.12%
March 31, 2019 22.12%
February 28, 2019 22.12%
January 31, 2019 22.12%
December 31, 2018 22.12%
November 30, 2018 14.85%
October 31, 2018 13.55%
September 30, 2018 12.95%
August 31, 2018 12.95%
July 31, 2018 12.95%
June 30, 2018 12.95%
May 31, 2018 12.95%
April 30, 2018 12.95%
March 31, 2018 12.95%
February 28, 2018 12.95%
January 31, 2018 12.95%
December 31, 2017 12.95%
November 30, 2017 12.95%

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

12.95%
Minimum
Jan 2017
34.08%
Maximum
Mar 2020
23.03%
Average
22.12%
Median
Dec 2018