Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 34.06%
November 30, 2021 34.06%
October 31, 2021 34.06%
September 30, 2021 34.06%
August 31, 2021 34.06%
July 31, 2021 34.06%
June 30, 2021 34.06%
May 31, 2021 34.06%
April 30, 2021 34.06%
March 31, 2021 34.06%
February 28, 2021 34.06%
January 31, 2021 34.06%
December 31, 2020 34.06%
November 30, 2020 34.06%
October 31, 2020 34.06%
September 30, 2020 34.06%
August 31, 2020 34.06%
July 31, 2020 34.06%
June 30, 2020 34.06%
May 31, 2020 34.06%
April 30, 2020 34.06%
March 31, 2020 34.06%
February 29, 2020 20.46%
January 31, 2020 20.46%
December 31, 2019 20.46%
Date Value
November 30, 2019 20.46%
October 31, 2019 20.46%
September 30, 2019 20.46%
August 31, 2019 20.46%
July 31, 2019 20.46%
June 30, 2019 20.46%
May 31, 2019 20.46%
April 30, 2019 20.46%
March 31, 2019 20.46%
February 28, 2019 20.46%
January 31, 2019 20.46%
December 31, 2018 20.46%
November 30, 2018 11.49%
October 31, 2018 11.49%
September 30, 2018 11.49%
August 31, 2018 11.49%
July 31, 2018 11.49%
June 30, 2018 11.49%
May 31, 2018 11.49%
April 30, 2018 11.49%
March 31, 2018 11.49%
February 28, 2018 11.49%
January 31, 2018 11.49%
December 31, 2017 11.49%
November 30, 2017 11.49%

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

11.49%
Minimum
Jan 2017
34.06%
Maximum
Mar 2020
22.01%
Average
20.46%
Median
Dec 2018