Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 31.22%
November 30, 2021 31.22%
October 31, 2021 31.22%
September 30, 2021 31.22%
August 31, 2021 31.22%
July 31, 2021 31.22%
June 30, 2021 31.22%
May 31, 2021 31.22%
April 30, 2021 31.22%
March 31, 2021 31.22%
February 28, 2021 31.22%
January 31, 2021 31.22%
December 31, 2020 31.22%
November 30, 2020 31.22%
October 31, 2020 31.22%
September 30, 2020 31.22%
August 31, 2020 31.22%
July 31, 2020 31.22%
June 30, 2020 31.22%
May 31, 2020 31.22%
April 30, 2020 31.22%
March 31, 2020 31.22%
February 29, 2020 17.50%
January 31, 2020 17.50%
December 31, 2019 17.50%
Date Value
November 30, 2019 17.50%
October 31, 2019 17.50%
September 30, 2019 17.50%
August 31, 2019 17.50%
July 31, 2019 17.50%
June 30, 2019 17.50%
May 31, 2019 17.50%
April 30, 2019 17.50%
March 31, 2019 17.50%
February 28, 2019 17.50%
January 31, 2019 17.50%
December 31, 2018 17.50%
November 30, 2018 12.92%
October 31, 2018 12.92%
September 30, 2018 12.92%
August 31, 2018 12.92%
July 31, 2018 12.92%
June 30, 2018 12.92%
May 31, 2018 12.92%
April 30, 2018 12.92%
March 31, 2018 12.92%
February 28, 2018 12.92%
January 31, 2018 12.92%
December 31, 2017 12.92%
November 30, 2017 12.92%

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

12.92%
Minimum
Jan 2017
31.22%
Maximum
Mar 2020
20.77%
Average
17.50%
Median
Dec 2018