Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 32.18%
November 30, 2021 32.18%
October 31, 2021 32.18%
September 30, 2021 32.18%
August 31, 2021 32.18%
July 31, 2021 32.18%
June 30, 2021 32.18%
May 31, 2021 32.18%
April 30, 2021 32.18%
March 31, 2021 32.18%
February 28, 2021 32.18%
January 31, 2021 32.18%
December 31, 2020 32.18%
November 30, 2020 32.18%
October 31, 2020 32.18%
September 30, 2020 32.18%
August 31, 2020 32.18%
July 31, 2020 32.18%
June 30, 2020 32.18%
May 31, 2020 32.18%
April 30, 2020 32.18%
March 31, 2020 32.18%
February 29, 2020 26.07%
January 31, 2020 26.07%
December 31, 2019 26.07%
Date Value
November 30, 2019 26.07%
October 31, 2019 26.07%
September 30, 2019 26.07%
August 31, 2019 26.07%
July 31, 2019 26.07%
June 30, 2019 26.07%
May 31, 2019 26.07%
April 30, 2019 26.07%
March 31, 2019 26.07%
February 28, 2019 26.07%
January 31, 2019 26.07%
December 31, 2018 26.07%
November 30, 2018 20.42%
October 31, 2018 20.42%
September 30, 2018 20.42%
August 31, 2018 20.42%
July 31, 2018 20.42%
June 30, 2018 20.42%
May 31, 2018 20.42%
April 30, 2018 20.42%
March 31, 2018 20.42%
February 28, 2018 20.42%
January 31, 2018 20.42%
December 31, 2017 20.42%
November 30, 2017 20.42%

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

20.42%
Minimum
Jan 2017
32.18%
Maximum
Mar 2020
26.15%
Average
26.07%
Median
Dec 2018