Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 20.82%
November 30, 2021 20.82%
October 31, 2021 20.82%
September 30, 2021 20.82%
August 31, 2021 20.82%
July 31, 2021 20.82%
June 30, 2021 20.82%
May 31, 2021 20.82%
April 30, 2021 20.82%
March 31, 2021 20.82%
February 28, 2021 20.82%
January 31, 2021 20.82%
December 31, 2020 20.82%
November 30, 2020 20.82%
October 31, 2020 20.82%
September 30, 2020 20.82%
August 31, 2020 20.82%
July 31, 2020 20.82%
June 30, 2020 20.82%
May 31, 2020 20.82%
April 30, 2020 20.82%
March 31, 2020 20.82%
February 29, 2020 7.99%
January 31, 2020 7.99%
December 31, 2019 7.99%
Date Value
November 30, 2019 7.99%
October 31, 2019 7.99%
September 30, 2019 7.99%
August 31, 2019 7.99%
July 31, 2019 7.99%
June 30, 2019 7.99%
May 31, 2019 7.99%
April 30, 2019 7.99%
March 31, 2019 7.99%
February 28, 2019 7.99%
January 31, 2019 7.99%
December 31, 2018 7.99%
November 30, 2018 6.09%
October 31, 2018 6.09%
September 30, 2018 6.09%
August 31, 2018 6.09%
July 31, 2018 6.09%
June 30, 2018 6.09%
May 31, 2018 6.09%
April 30, 2018 6.09%
March 31, 2018 6.09%
February 28, 2018 6.09%
January 31, 2018 6.09%
December 31, 2017 6.09%
November 30, 2017 6.09%

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

6.09%
Minimum
Jan 2017
20.82%
Maximum
Mar 2020
11.96%
Average
7.99%
Median
Dec 2018