Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 36.46%
November 30, 2021 36.46%
October 31, 2021 36.46%
September 30, 2021 36.46%
August 31, 2021 36.46%
July 31, 2021 36.46%
June 30, 2021 36.46%
May 31, 2021 36.46%
April 30, 2021 36.46%
March 31, 2021 38.67%
February 28, 2021 38.67%
January 31, 2021 38.67%
December 31, 2020 39.59%
November 30, 2020 44.24%
October 31, 2020 44.24%
September 30, 2020 44.24%
August 31, 2020 44.24%
July 31, 2020 44.24%
June 30, 2020 44.24%
May 31, 2020 44.24%
April 30, 2020 44.24%
March 31, 2020 44.24%
February 29, 2020 44.24%
January 31, 2020 44.24%
December 31, 2019 44.24%
Date Value
November 30, 2019 44.24%
October 31, 2019 44.24%
September 30, 2019 44.24%
August 31, 2019 44.24%
July 31, 2019 44.24%
June 30, 2019 44.24%
May 31, 2019 44.24%
April 30, 2019 44.24%
March 31, 2019 44.24%
February 28, 2019 44.24%
January 31, 2019 44.24%
December 31, 2018 44.24%
November 30, 2018 44.24%
October 31, 2018 44.24%
September 30, 2018 44.24%
August 31, 2018 44.24%
July 31, 2018 44.24%
June 30, 2018 44.24%
May 31, 2018 44.24%
April 30, 2018 44.24%
March 31, 2018 44.24%
February 28, 2018 44.24%
January 31, 2018 44.24%
December 31, 2017 44.24%
November 30, 2017 44.24%

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

36.46%
Minimum
Apr 2021
44.24%
Maximum
Jan 2017
42.72%
Average
44.24%
Median
Jan 2017