Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 36.03%
November 30, 2021 36.03%
October 31, 2021 36.03%
September 30, 2021 36.03%
August 31, 2021 36.03%
July 31, 2021 36.03%
June 30, 2021 36.03%
May 31, 2021 36.03%
April 30, 2021 36.03%
March 31, 2021 36.03%
February 28, 2021 36.03%
January 31, 2021 36.03%
December 31, 2020 36.03%
November 30, 2020 36.03%
October 31, 2020 36.03%
September 30, 2020 36.03%
August 31, 2020 36.03%
July 31, 2020 36.03%
June 30, 2020 36.03%
May 31, 2020 36.03%
April 30, 2020 36.03%
March 31, 2020 36.03%
February 29, 2020 18.49%
January 31, 2020 18.49%
December 31, 2019 18.49%
Date Value
November 30, 2019 18.49%
October 31, 2019 18.49%
September 30, 2019 18.49%
August 31, 2019 18.49%
July 31, 2019 18.49%
June 30, 2019 18.49%
May 31, 2019 18.49%
April 30, 2019 18.49%
March 31, 2019 18.49%
February 28, 2019 18.49%
January 31, 2019 18.49%
December 31, 2018 18.49%
November 30, 2018 18.27%
October 31, 2018 18.27%
September 30, 2018 18.27%
August 31, 2018 18.27%
July 31, 2018 18.27%
June 30, 2018 18.27%
May 31, 2018 18.27%
April 30, 2018 18.27%
March 31, 2018 18.27%
February 28, 2018 18.27%
January 31, 2018 18.27%
December 31, 2017 18.27%
November 30, 2017 18.27%

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

18.27%
Minimum
Jun 2017
36.03%
Maximum
Mar 2020
25.08%
Average
18.49%
Median
Dec 2018