Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 44.56%
November 30, 2021 44.56%
October 31, 2021 44.56%
September 30, 2021 44.56%
August 31, 2021 44.56%
July 31, 2021 44.56%
June 30, 2021 44.56%
May 31, 2021 44.56%
April 30, 2021 44.56%
March 31, 2021 44.56%
February 28, 2021 44.56%
January 31, 2021 44.56%
December 31, 2020 44.56%
November 30, 2020 44.56%
October 31, 2020 44.56%
September 30, 2020 44.56%
August 31, 2020 44.56%
July 31, 2020 44.56%
June 30, 2020 44.56%
May 31, 2020 44.56%
April 30, 2020 44.56%
March 31, 2020 44.56%
February 29, 2020 27.42%
January 31, 2020 27.42%
December 31, 2019 27.42%
Date Value
November 30, 2019 27.42%
October 31, 2019 27.42%
September 30, 2019 27.42%
August 31, 2019 27.42%
July 31, 2019 27.42%
June 30, 2019 27.42%
May 31, 2019 27.42%
April 30, 2019 27.42%
March 31, 2019 27.42%
February 28, 2019 27.42%
January 31, 2019 27.42%
December 31, 2018 27.42%
November 30, 2018 20.24%
October 31, 2018 20.24%
September 30, 2018 20.24%
August 31, 2018 20.24%
July 31, 2018 20.24%
June 30, 2018 20.24%
May 31, 2018 20.24%
April 30, 2018 20.24%
March 31, 2018 20.24%
February 28, 2018 20.24%
January 31, 2018 20.24%
December 31, 2017 20.24%
November 30, 2017 20.24%

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

20.24%
Minimum
Jan 2017
44.56%
Maximum
Mar 2020
30.95%
Average
27.42%
Median
Dec 2018