Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 38.04%
November 30, 2021 38.04%
October 31, 2021 38.04%
September 30, 2021 38.04%
August 31, 2021 38.04%
July 31, 2021 38.04%
June 30, 2021 38.04%
May 31, 2021 38.04%
April 30, 2021 38.04%
March 31, 2021 38.04%
February 28, 2021 38.04%
January 31, 2021 38.04%
December 31, 2020 38.04%
November 30, 2020 38.04%
October 31, 2020 38.04%
September 30, 2020 38.04%
August 31, 2020 38.04%
July 31, 2020 38.04%
June 30, 2020 38.04%
May 31, 2020 38.04%
April 30, 2020 38.04%
March 31, 2020 38.04%
February 29, 2020 24.93%
January 31, 2020 24.93%
December 31, 2019 24.93%
Date Value
November 30, 2019 24.93%
October 31, 2019 24.93%
September 30, 2019 24.93%
August 31, 2019 24.93%
July 31, 2019 24.93%
June 30, 2019 24.93%
May 31, 2019 24.93%
April 30, 2019 24.93%
March 31, 2019 24.93%
February 28, 2019 24.93%
January 31, 2019 24.93%
December 31, 2018 24.93%
November 30, 2018 19.60%
October 31, 2018 19.60%
September 30, 2018 19.60%
August 31, 2018 19.60%
July 31, 2018 19.60%
June 30, 2018 19.60%
May 31, 2018 19.60%
April 30, 2018 19.60%
March 31, 2018 19.60%
February 28, 2018 19.60%
January 31, 2018 19.60%
December 31, 2017 19.60%
November 30, 2017 19.60%

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

19.60%
Minimum
Jan 2017
38.04%
Maximum
Mar 2020
27.70%
Average
24.93%
Median
Dec 2018