Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 31.96%
November 30, 2021 31.96%
October 31, 2021 31.96%
September 30, 2021 31.96%
August 31, 2021 31.96%
July 31, 2021 31.96%
June 30, 2021 31.96%
May 31, 2021 31.96%
April 30, 2021 31.96%
March 31, 2021 31.96%
February 28, 2021 31.96%
January 31, 2021 31.96%
December 31, 2020 31.96%
November 30, 2020 31.96%
October 31, 2020 31.96%
September 30, 2020 31.96%
August 31, 2020 31.96%
July 31, 2020 31.96%
June 30, 2020 31.96%
May 31, 2020 31.96%
April 30, 2020 31.96%
March 31, 2020 31.96%
February 29, 2020 20.59%
January 31, 2020 20.59%
December 31, 2019 20.59%
Date Value
November 30, 2019 20.59%
October 31, 2019 20.59%
September 30, 2019 20.59%
August 31, 2019 20.59%
July 31, 2019 20.59%
June 30, 2019 20.59%
May 31, 2019 20.59%
April 30, 2019 20.59%
March 31, 2019 20.59%
February 28, 2019 20.59%
January 31, 2019 20.59%
December 31, 2018 20.59%
November 30, 2018 18.70%
October 31, 2018 18.70%
September 30, 2018 18.70%
August 31, 2018 18.70%
July 31, 2018 18.70%
June 30, 2018 18.70%
May 31, 2018 18.70%
April 30, 2018 18.70%
March 31, 2018 18.70%
February 28, 2018 18.70%
January 31, 2018 18.70%
December 31, 2017 18.70%
November 30, 2017 18.70%

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

18.70%
Minimum
Apr 2017
31.96%
Maximum
Mar 2020
24.22%
Average
20.59%
Median
Dec 2018