Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 37.04%
November 30, 2021 37.04%
October 31, 2021 37.04%
September 30, 2021 37.04%
August 31, 2021 37.04%
July 31, 2021 37.04%
June 30, 2021 37.04%
May 31, 2021 37.04%
April 30, 2021 37.04%
March 31, 2021 37.04%
February 28, 2021 37.04%
January 31, 2021 37.04%
December 31, 2020 37.04%
November 30, 2020 37.04%
October 31, 2020 37.04%
September 30, 2020 37.04%
August 31, 2020 37.04%
July 31, 2020 37.04%
June 30, 2020 37.04%
May 31, 2020 37.04%
April 30, 2020 37.04%
March 31, 2020 37.04%
February 29, 2020 21.70%
January 31, 2020 21.70%
December 31, 2019 21.70%
Date Value
November 30, 2019 21.70%
October 31, 2019 21.70%
September 30, 2019 21.70%
August 31, 2019 21.70%
July 31, 2019 21.70%
June 30, 2019 21.70%
May 31, 2019 21.70%
April 30, 2019 21.70%
March 31, 2019 21.70%
February 28, 2019 21.70%
January 31, 2019 21.70%
December 31, 2018 21.70%
November 30, 2018 17.39%
October 31, 2018 17.39%
September 30, 2018 17.39%
August 31, 2018 17.39%
July 31, 2018 17.39%
June 30, 2018 17.39%
May 31, 2018 17.39%
April 30, 2018 17.39%
March 31, 2018 17.39%
February 28, 2018 17.39%
January 31, 2018 17.39%
December 31, 2017 17.39%
November 30, 2017 17.39%

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

17.39%
Minimum
Jan 2017
37.04%
Maximum
Mar 2020
25.67%
Average
21.70%
Median
Dec 2018