Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 34.95%
November 30, 2021 34.95%
October 31, 2021 34.95%
September 30, 2021 34.95%
August 31, 2021 34.95%
July 31, 2021 34.95%
June 30, 2021 34.95%
May 31, 2021 34.95%
April 30, 2021 34.95%
March 31, 2021 34.95%
February 28, 2021 34.95%
January 31, 2021 34.95%
December 31, 2020 34.95%
November 30, 2020 34.95%
October 31, 2020 34.95%
September 30, 2020 34.95%
August 31, 2020 34.95%
July 31, 2020 34.95%
June 30, 2020 34.95%
May 31, 2020 34.95%
April 30, 2020 34.95%
March 31, 2020 34.95%
February 29, 2020 23.11%
January 31, 2020 23.11%
December 31, 2019 23.11%
Date Value
November 30, 2019 23.11%
October 31, 2019 23.11%
September 30, 2019 23.11%
August 31, 2019 23.11%
July 31, 2019 23.11%
June 30, 2019 23.11%
May 31, 2019 23.11%
April 30, 2019 23.11%
March 31, 2019 23.11%
February 28, 2019 23.11%
January 31, 2019 23.11%
December 31, 2018 23.11%
November 30, 2018 19.38%
October 31, 2018 19.38%
September 30, 2018 13.16%
August 31, 2018 13.08%
July 31, 2018 11.56%
June 30, 2018 11.56%
May 31, 2018 9.73%
April 30, 2018 9.73%
March 31, 2018 9.73%
February 28, 2018 9.65%
January 31, 2018 4.55%
December 31, 2017 4.55%
November 30, 2017 4.55%

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

4.55%
Minimum
Jan 2017
34.95%
Maximum
Mar 2020
21.69%
Average
23.11%
Median
Dec 2018