Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 48.04%
November 30, 2021 48.04%
October 31, 2021 48.04%
September 30, 2021 48.04%
August 31, 2021 48.04%
July 31, 2021 48.04%
June 30, 2021 48.04%
May 31, 2021 48.04%
April 30, 2021 48.04%
March 31, 2021 48.04%
February 28, 2021 48.04%
January 31, 2021 48.04%
December 31, 2020 48.04%
November 30, 2020 48.04%
October 31, 2020 48.04%
September 30, 2020 48.04%
August 31, 2020 48.04%
July 31, 2020 48.04%
June 30, 2020 48.04%
May 31, 2020 48.04%
April 30, 2020 48.04%
March 31, 2020 48.04%
February 29, 2020 43.29%
January 31, 2020 43.29%
December 31, 2019 43.29%
Date Value
November 30, 2019 43.29%
October 31, 2019 43.29%
September 30, 2019 43.29%
August 31, 2019 43.29%
July 31, 2019 43.29%
June 30, 2019 43.29%
May 31, 2019 43.29%
April 30, 2019 43.29%
March 31, 2019 43.29%
February 28, 2019 43.29%
January 31, 2019 43.29%
December 31, 2018 43.29%
November 30, 2018 41.09%
October 31, 2018 41.09%
September 30, 2018 41.09%
August 31, 2018 41.09%
July 31, 2018 41.09%
June 30, 2018 41.09%
May 31, 2018 41.09%
April 30, 2018 41.09%
March 31, 2018 41.09%
February 28, 2018 41.09%
January 31, 2018 41.09%
December 31, 2017 41.09%
November 30, 2017 41.09%

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

41.09%
Minimum
Jan 2017
48.04%
Maximum
Mar 2020
44.19%
Average
43.29%
Median
Dec 2018