Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 28.41%
November 30, 2021 28.41%
October 31, 2021 28.41%
September 30, 2021 28.41%
August 31, 2021 28.41%
July 31, 2021 28.41%
June 30, 2021 28.41%
May 31, 2021 28.41%
April 30, 2021 28.41%
March 31, 2021 28.41%
February 28, 2021 28.41%
January 31, 2021 28.41%
December 31, 2020 28.41%
November 30, 2020 28.41%
October 31, 2020 28.41%
September 30, 2020 28.41%
August 31, 2020 28.41%
July 31, 2020 28.41%
June 30, 2020 28.41%
May 31, 2020 28.41%
April 30, 2020 28.41%
March 31, 2020 28.41%
February 29, 2020 25.88%
January 31, 2020 25.88%
December 31, 2019 25.88%
Date Value
November 30, 2019 25.88%
October 31, 2019 25.88%
September 30, 2019 25.88%
August 31, 2019 25.88%
July 31, 2019 25.88%
June 30, 2019 25.88%
May 31, 2019 25.88%
April 30, 2019 25.88%
March 31, 2019 25.88%
February 28, 2019 25.88%
January 31, 2019 25.88%
December 31, 2018 25.88%
November 30, 2018 19.91%
October 31, 2018 19.91%
September 30, 2018 19.91%
August 31, 2018 19.91%
July 31, 2018 19.91%
June 30, 2018 19.91%
May 31, 2018 19.91%
April 30, 2018 19.91%
March 31, 2018 19.91%
February 28, 2018 19.91%
January 31, 2018 19.91%
December 31, 2017 19.91%
November 30, 2017 19.91%

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

19.91%
Minimum
Sep 2017
37.65%
Maximum
Jan 2017
26.32%
Average
25.88%
Median
Dec 2018