Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 42.41%
November 30, 2021 42.41%
October 31, 2021 42.41%
September 30, 2021 42.41%
August 31, 2021 42.41%
July 31, 2021 42.41%
June 30, 2021 42.41%
May 31, 2021 42.41%
April 30, 2021 42.41%
March 31, 2021 42.41%
February 28, 2021 42.41%
January 31, 2021 42.41%
December 31, 2020 42.41%
November 30, 2020 42.41%
October 31, 2020 42.41%
September 30, 2020 42.41%
August 31, 2020 42.41%
July 31, 2020 42.41%
June 30, 2020 42.41%
May 31, 2020 42.41%
April 30, 2020 42.41%
March 31, 2020 42.41%
February 29, 2020 26.45%
January 31, 2020 26.45%
December 31, 2019 26.45%
Date Value
November 30, 2019 26.45%
October 31, 2019 26.45%
September 30, 2019 26.45%
August 31, 2019 26.45%
July 31, 2019 26.45%
June 30, 2019 26.45%
May 31, 2019 26.45%
April 30, 2019 26.45%
March 31, 2019 26.45%
February 28, 2019 26.45%
January 31, 2019 26.45%
December 31, 2018 26.45%
November 30, 2018 24.96%
October 31, 2018 24.96%
September 30, 2018 24.96%
August 31, 2018 24.96%
July 31, 2018 24.96%
June 30, 2018 24.96%
May 31, 2018 24.96%
April 30, 2018 24.96%
March 31, 2018 24.96%
February 28, 2018 24.96%
January 31, 2018 24.96%
December 31, 2017 24.96%
November 30, 2017 24.96%

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

24.96%
Minimum
Jan 2017
42.41%
Maximum
Mar 2020
31.73%
Average
26.45%
Median
Dec 2018