Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 30.03%
November 30, 2021 30.03%
October 31, 2021 30.03%
September 30, 2021 30.03%
August 31, 2021 30.03%
July 31, 2021 30.03%
June 30, 2021 30.03%
May 31, 2021 30.03%
April 30, 2021 30.03%
March 31, 2021 30.03%
February 28, 2021 30.03%
January 31, 2021 30.03%
December 31, 2020 30.03%
November 30, 2020 30.03%
October 31, 2020 30.03%
September 30, 2020 30.03%
August 31, 2020 30.03%
July 31, 2020 30.03%
June 30, 2020 30.03%
May 31, 2020 30.03%
April 30, 2020 30.03%
March 31, 2020 30.03%
February 29, 2020 22.11%
January 31, 2020 22.11%
December 31, 2019 22.11%
Date Value
November 30, 2019 22.11%
October 31, 2019 22.11%
September 30, 2019 22.11%
August 31, 2019 22.11%
July 31, 2019 22.11%
June 30, 2019 22.11%
May 31, 2019 22.11%
April 30, 2019 22.11%
March 31, 2019 22.11%
February 28, 2019 22.11%
January 31, 2019 22.11%
December 31, 2018 22.11%
November 30, 2018 21.52%
October 31, 2018 21.52%
September 30, 2018 21.52%
August 31, 2018 21.52%
July 31, 2018 21.52%
June 30, 2018 21.52%
May 31, 2018 21.52%
April 30, 2018 21.52%
March 31, 2018 21.52%
February 28, 2018 21.52%
January 31, 2018 21.52%
December 31, 2017 21.52%
November 30, 2017 21.52%

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

21.52%
Minimum
Oct 2017
30.45%
Maximum
Jan 2017
25.57%
Average
22.99%
Median