Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 30.76%
November 30, 2021 30.76%
October 31, 2021 30.76%
September 30, 2021 30.76%
August 31, 2021 30.76%
July 31, 2021 30.76%
June 30, 2021 30.76%
May 31, 2021 30.76%
April 30, 2021 30.76%
March 31, 2021 30.76%
February 28, 2021 30.76%
January 31, 2021 30.76%
December 31, 2020 30.76%
November 30, 2020 30.76%
October 31, 2020 30.76%
September 30, 2020 30.76%
August 31, 2020 30.76%
July 31, 2020 30.76%
June 30, 2020 30.76%
May 31, 2020 30.76%
April 30, 2020 30.76%
March 31, 2020 30.76%
February 29, 2020 17.95%
January 31, 2020 17.95%
December 31, 2019 17.95%
Date Value
November 30, 2019 17.95%
October 31, 2019 17.95%
September 30, 2019 17.95%
August 31, 2019 17.95%
July 31, 2019 17.95%
June 30, 2019 17.95%
May 31, 2019 17.95%
April 30, 2019 17.95%
March 31, 2019 17.95%
February 28, 2019 17.95%
January 31, 2019 17.95%
December 31, 2018 17.95%
November 30, 2018 12.08%
October 31, 2018 12.08%
September 30, 2018 12.08%
August 31, 2018 12.08%
July 31, 2018 12.08%
June 30, 2018 12.08%
May 31, 2018 12.08%
April 30, 2018 12.08%
March 31, 2018 12.08%
February 28, 2018 12.08%
January 31, 2018 12.08%
December 31, 2017 12.08%
November 30, 2017 12.08%

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

12.08%
Minimum
Apr 2017
30.76%
Maximum
Mar 2020
20.52%
Average
17.95%
Median
Dec 2018