Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 36.74%
November 30, 2021 36.74%
October 31, 2021 36.74%
September 30, 2021 36.74%
August 31, 2021 36.74%
July 31, 2021 36.74%
June 30, 2021 36.74%
May 31, 2021 36.74%
April 30, 2021 36.74%
March 31, 2021 36.74%
February 28, 2021 36.74%
January 31, 2021 36.74%
December 31, 2020 36.74%
November 30, 2020 36.74%
October 31, 2020 36.74%
September 30, 2020 36.74%
August 31, 2020 36.74%
July 31, 2020 36.74%
June 30, 2020 36.74%
May 31, 2020 36.74%
April 30, 2020 36.74%
March 31, 2020 36.74%
February 29, 2020 20.29%
January 31, 2020 20.29%
December 31, 2019 20.29%
Date Value
November 30, 2019 20.29%
October 31, 2019 20.29%
September 30, 2019 20.29%
August 31, 2019 20.29%
July 31, 2019 20.29%
June 30, 2019 20.29%
May 31, 2019 20.29%
April 30, 2019 20.29%
March 31, 2019 20.29%
February 28, 2019 20.29%
January 31, 2019 20.29%
December 31, 2018 20.29%
November 30, 2018 13.49%
October 31, 2018 13.49%
September 30, 2018 10.14%
August 31, 2018 10.14%
July 31, 2018 10.14%
June 30, 2018 10.14%
May 31, 2018 10.14%
April 30, 2018 10.14%
March 31, 2018 10.14%
February 28, 2018 8.37%
January 31, 2018 8.07%
December 31, 2017 8.07%
November 30, 2017 8.07%

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

8.07%
Minimum
Jan 2017
36.74%
Maximum
Mar 2020
22.06%
Average
20.29%
Median
Dec 2018