Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 27.28%
November 30, 2021 27.28%
October 31, 2021 27.28%
September 30, 2021 27.28%
August 31, 2021 27.28%
July 31, 2021 27.28%
June 30, 2021 27.28%
May 31, 2021 27.28%
April 30, 2021 27.28%
March 31, 2021 27.28%
February 28, 2021 27.28%
January 31, 2021 27.28%
December 31, 2020 27.28%
November 30, 2020 27.28%
October 31, 2020 27.28%
September 30, 2020 27.28%
August 31, 2020 27.28%
July 31, 2020 27.28%
June 30, 2020 27.28%
May 31, 2020 27.28%
April 30, 2020 27.28%
March 31, 2020 27.28%
February 29, 2020 18.16%
January 31, 2020 18.16%
December 31, 2019 18.16%
Date Value
November 30, 2019 18.16%
October 31, 2019 18.16%
September 30, 2019 18.16%
August 31, 2019 18.16%
July 31, 2019 18.16%
June 30, 2019 18.16%
May 31, 2019 18.16%
April 30, 2019 18.16%
March 31, 2019 18.16%
February 28, 2019 18.16%
January 31, 2019 18.16%
December 31, 2018 18.16%
November 30, 2018 15.53%
October 31, 2018 15.53%
September 30, 2018 15.53%
August 31, 2018 15.53%
July 31, 2018 15.53%
June 30, 2018 15.53%
May 31, 2018 15.53%
April 30, 2018 15.53%
March 31, 2018 15.53%
February 28, 2018 15.53%
January 31, 2018 15.53%
December 31, 2017 15.53%
November 30, 2017 15.53%

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

15.53%
Minimum
Jan 2017
27.28%
Maximum
Mar 2020
20.50%
Average
18.16%
Median
Dec 2018