Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 48.19%
November 30, 2021 48.19%
October 31, 2021 48.19%
September 30, 2021 48.19%
August 31, 2021 48.19%
July 31, 2021 48.19%
June 30, 2021 48.19%
May 31, 2021 48.19%
April 30, 2021 48.19%
March 31, 2021 48.19%
February 28, 2021 48.19%
January 31, 2021 48.19%
December 31, 2020 48.19%
November 30, 2020 48.19%
October 31, 2020 48.19%
September 30, 2020 48.19%
August 31, 2020 48.19%
July 31, 2020 48.19%
June 30, 2020 48.19%
May 31, 2020 48.19%
April 30, 2020 48.19%
March 31, 2020 48.19%
February 29, 2020 26.90%
January 31, 2020 26.90%
December 31, 2019 26.90%
Date Value
November 30, 2019 26.90%
October 31, 2019 26.90%
September 30, 2019 26.90%
August 31, 2019 26.90%
July 31, 2019 26.90%
June 30, 2019 26.90%
May 31, 2019 26.90%
April 30, 2019 26.90%
March 31, 2019 26.90%
February 28, 2019 26.90%
January 31, 2019 26.90%
December 31, 2018 26.90%
November 30, 2018 21.38%
October 31, 2018 21.38%
September 30, 2018 21.38%
August 31, 2018 21.38%
July 31, 2018 21.38%
June 30, 2018 21.38%
May 31, 2018 21.38%
April 30, 2018 21.38%
March 31, 2018 21.38%
February 28, 2018 21.38%
January 31, 2018 21.38%
December 31, 2017 21.38%
November 30, 2017 21.38%

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

21.38%
Minimum
Jan 2017
48.19%
Maximum
Mar 2020
32.59%
Average
26.90%
Median
Dec 2018