Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 44.45%
November 30, 2021 44.45%
October 31, 2021 44.45%
September 30, 2021 44.45%
August 31, 2021 44.45%
July 31, 2021 44.45%
June 30, 2021 44.45%
May 31, 2021 44.45%
April 30, 2021 44.45%
March 31, 2021 44.45%
February 28, 2021 44.45%
January 31, 2021 44.45%
December 31, 2020 44.45%
November 30, 2020 44.45%
October 31, 2020 44.45%
September 30, 2020 44.45%
August 31, 2020 44.45%
July 31, 2020 44.45%
June 30, 2020 44.45%
May 31, 2020 44.45%
April 30, 2020 44.45%
March 31, 2020 44.45%
February 29, 2020 27.30%
January 31, 2020 27.30%
December 31, 2019 27.30%
Date Value
November 30, 2019 27.30%
October 31, 2019 27.30%
September 30, 2019 27.30%
August 31, 2019 27.30%
July 31, 2019 27.30%
June 30, 2019 27.30%
May 31, 2019 27.30%
April 30, 2019 27.30%
March 31, 2019 27.30%
February 28, 2019 27.30%
January 31, 2019 27.30%
December 31, 2018 27.30%
November 30, 2018 19.87%
October 31, 2018 19.87%
September 30, 2018 19.87%
August 31, 2018 19.87%
July 31, 2018 19.87%
June 30, 2018 19.87%
May 31, 2018 19.87%
April 30, 2018 19.87%
March 31, 2018 19.87%
February 28, 2018 19.87%
January 31, 2018 19.87%
December 31, 2017 19.87%
November 30, 2017 19.87%

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

19.87%
Minimum
Jan 2017
44.45%
Maximum
Mar 2020
30.74%
Average
27.30%
Median
Dec 2018