Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 42.05%
November 30, 2021 42.05%
October 31, 2021 42.05%
September 30, 2021 42.05%
August 31, 2021 42.05%
July 31, 2021 42.05%
June 30, 2021 42.05%
May 31, 2021 42.05%
April 30, 2021 42.05%
March 31, 2021 42.05%
February 28, 2021 42.05%
January 31, 2021 42.05%
December 31, 2020 42.05%
November 30, 2020 42.05%
October 31, 2020 42.05%
September 30, 2020 42.05%
August 31, 2020 42.05%
July 31, 2020 42.05%
June 30, 2020 42.05%
May 31, 2020 42.05%
April 30, 2020 42.05%
March 31, 2020 42.05%
February 29, 2020 24.54%
January 31, 2020 24.54%
December 31, 2019 24.54%
Date Value
November 30, 2019 24.54%
October 31, 2019 24.54%
September 30, 2019 24.54%
August 31, 2019 24.54%
July 31, 2019 24.54%
June 30, 2019 24.54%
May 31, 2019 24.54%
April 30, 2019 24.54%
March 31, 2019 24.54%
February 28, 2019 24.54%
January 31, 2019 24.54%
December 31, 2018 24.54%
November 30, 2018 23.35%
October 31, 2018 23.35%
September 30, 2018 23.35%
August 31, 2018 23.35%
July 31, 2018 23.35%
June 30, 2018 23.35%
May 31, 2018 23.35%
April 30, 2018 23.35%
March 31, 2018 23.35%
February 28, 2018 23.35%
January 31, 2018 23.35%
December 31, 2017 23.35%
November 30, 2017 23.35%

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

23.35%
Minimum
Jan 2017
42.05%
Maximum
Mar 2020
30.51%
Average
24.54%
Median
Dec 2018