Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 46.72%
November 30, 2021 46.72%
October 31, 2021 46.72%
September 30, 2021 46.72%
August 31, 2021 46.72%
July 31, 2021 46.72%
June 30, 2021 46.72%
May 31, 2021 46.72%
April 30, 2021 46.72%
March 31, 2021 46.72%
February 28, 2021 46.72%
January 31, 2021 46.72%
December 31, 2020 46.72%
November 30, 2020 46.72%
October 31, 2020 46.72%
September 30, 2020 46.72%
August 31, 2020 46.72%
July 31, 2020 46.72%
June 30, 2020 46.72%
May 31, 2020 46.72%
April 30, 2020 46.72%
March 31, 2020 46.72%
February 29, 2020 22.71%
January 31, 2020 22.71%
December 31, 2019 22.71%
Date Value
November 30, 2019 22.71%
October 31, 2019 22.71%
September 30, 2019 22.71%
August 31, 2019 22.71%
July 31, 2019 22.71%
June 30, 2019 22.71%
May 31, 2019 22.71%
April 30, 2019 22.71%
March 31, 2019 22.71%
February 28, 2019 22.71%
January 31, 2019 22.71%
December 31, 2018 22.71%
November 30, 2018 20.56%
October 31, 2018 20.56%
September 30, 2018 20.56%
August 31, 2018 20.56%
July 31, 2018 20.56%
June 30, 2018 20.56%
May 31, 2018 20.56%
April 30, 2018 20.56%
March 31, 2018 20.56%
February 28, 2018 20.56%
January 31, 2018 20.56%
December 31, 2017 20.56%
November 30, 2017 20.56%

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

20.56%
Minimum
Jan 2017
46.72%
Maximum
Mar 2020
30.69%
Average
22.71%
Median
Dec 2018