Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 20.92%
November 30, 2021 20.92%
October 31, 2021 20.92%
September 30, 2021 20.92%
August 31, 2021 20.92%
July 31, 2021 20.92%
June 30, 2021 20.92%
May 31, 2021 20.92%
April 30, 2021 20.92%
March 31, 2021 20.92%
February 28, 2021 20.92%
January 31, 2021 20.92%
December 31, 2020 20.92%
November 30, 2020 20.92%
October 31, 2020 20.92%
September 30, 2020 20.92%
August 31, 2020 20.92%
July 31, 2020 20.92%
June 30, 2020 20.92%
May 31, 2020 20.92%
April 30, 2020 20.92%
March 31, 2020 20.92%
February 29, 2020 8.62%
January 31, 2020 8.62%
December 31, 2019 8.62%
Date Value
November 30, 2019 8.62%
October 31, 2019 8.62%
September 30, 2019 8.62%
August 31, 2019 8.62%
July 31, 2019 8.62%
June 30, 2019 8.62%
May 31, 2019 8.62%
April 30, 2019 8.62%
March 31, 2019 8.62%
February 28, 2019 8.62%
January 31, 2019 8.62%
December 31, 2018 8.62%
November 30, 2018 6.94%
October 31, 2018 6.94%
September 30, 2018 6.94%
August 31, 2018 6.94%
July 31, 2018 6.94%
June 30, 2018 6.94%
May 31, 2018 6.94%
April 30, 2018 6.94%
March 31, 2018 6.94%
February 28, 2018 6.94%
January 31, 2018 6.94%
December 31, 2017 6.94%
November 30, 2017 6.94%

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

6.94%
Minimum
Sep 2017
20.92%
Maximum
Mar 2020
12.78%
Average
8.62%
Median
Dec 2018