Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 13.94%
November 30, 2021 13.94%
October 31, 2021 13.94%
September 30, 2021 13.94%
August 31, 2021 13.94%
July 31, 2021 13.94%
June 30, 2021 13.94%
May 31, 2021 13.94%
April 30, 2021 13.94%
March 31, 2021 13.94%
February 28, 2021 13.94%
January 31, 2021 13.94%
December 31, 2020 13.94%
November 30, 2020 13.94%
October 31, 2020 13.94%
September 30, 2020 13.94%
August 31, 2020 13.94%
July 31, 2020 13.94%
June 30, 2020 13.94%
May 31, 2020 13.94%
April 30, 2020 13.94%
March 31, 2020 13.94%
February 29, 2020 6.21%
January 31, 2020 6.21%
December 31, 2019 6.21%
Date Value
November 30, 2019 6.21%
October 31, 2019 6.21%
September 30, 2019 6.21%
August 31, 2019 6.21%
July 31, 2019 6.21%
June 30, 2019 6.21%
May 31, 2019 6.21%
April 30, 2019 6.21%
March 31, 2019 6.21%
February 28, 2019 6.21%
January 31, 2019 6.21%
December 31, 2018 6.21%
November 30, 2018 6.21%
October 31, 2018 6.85%
September 30, 2018 7.12%
August 31, 2018 7.12%
July 31, 2018 7.83%
June 30, 2018 9.94%
May 31, 2018 9.94%
April 30, 2018 9.94%
March 31, 2018 9.94%
February 28, 2018 9.94%
January 31, 2018 9.94%
December 31, 2017 9.94%
November 30, 2017 9.94%

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

6.21%
Minimum
Nov 2018
13.94%
Maximum
Mar 2020
10.23%
Average
9.94%
Median
Jan 2017