Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 20.50%
November 30, 2021 20.50%
October 31, 2021 20.50%
September 30, 2021 20.50%
August 31, 2021 20.50%
July 31, 2021 20.50%
June 30, 2021 20.50%
May 31, 2021 20.50%
April 30, 2021 20.50%
March 31, 2021 20.50%
February 28, 2021 20.50%
January 31, 2021 20.50%
December 31, 2020 20.50%
November 30, 2020 20.50%
October 31, 2020 20.50%
September 30, 2020 20.50%
August 31, 2020 20.50%
July 31, 2020 20.50%
June 30, 2020 20.50%
May 31, 2020 20.50%
April 30, 2020 20.50%
March 31, 2020 20.50%
February 29, 2020 5.56%
January 31, 2020 5.56%
December 31, 2019 5.56%
Date Value
November 30, 2019 5.56%
October 31, 2019 5.56%
September 30, 2019 5.56%
August 31, 2019 5.56%
July 31, 2019 5.56%
June 30, 2019 5.56%
May 31, 2019 5.56%
April 30, 2019 5.56%
March 31, 2019 5.56%
February 28, 2019 5.56%
January 31, 2019 5.56%
December 31, 2018 5.56%
November 30, 2018 5.56%
October 31, 2018 5.56%
September 30, 2018 5.56%
August 31, 2018 5.56%
July 31, 2018 5.56%
June 30, 2018 5.56%
May 31, 2018 5.56%
April 30, 2018 5.56%
March 31, 2018 5.56%
February 28, 2018 5.56%
January 31, 2018 5.56%
December 31, 2017 5.56%
November 30, 2017 5.56%

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

5.56%
Minimum
Jan 2017
20.50%
Maximum
Mar 2020
11.04%
Average
5.56%
Median
Jan 2017