Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 39.88%
November 30, 2021 39.88%
October 31, 2021 39.88%
September 30, 2021 39.88%
August 31, 2021 39.88%
July 31, 2021 39.88%
June 30, 2021 39.88%
May 31, 2021 39.88%
April 30, 2021 39.88%
March 31, 2021 39.88%
February 28, 2021 39.88%
January 31, 2021 39.88%
December 31, 2020 39.88%
November 30, 2020 39.88%
October 31, 2020 39.88%
September 30, 2020 39.88%
August 31, 2020 39.88%
July 31, 2020 39.88%
June 30, 2020 39.88%
May 31, 2020 39.88%
April 30, 2020 39.88%
March 31, 2020 39.88%
February 29, 2020 35.97%
January 31, 2020 35.97%
December 31, 2019 35.97%
Date Value
November 30, 2019 35.97%
October 31, 2019 35.97%
September 30, 2019 35.97%
August 31, 2019 35.97%
July 31, 2019 35.97%
June 30, 2019 35.97%
May 31, 2019 35.97%
April 30, 2019 35.97%
March 31, 2019 35.97%
February 28, 2019 35.97%
January 31, 2019 35.97%
December 31, 2018 35.97%
November 30, 2018 35.97%
October 31, 2018 35.97%
September 30, 2018 35.97%
August 31, 2018 35.97%
July 31, 2018 35.97%
June 30, 2018 35.97%
May 31, 2018 35.97%
April 30, 2018 35.97%
March 31, 2018 35.97%
February 28, 2018 35.97%
January 31, 2018 35.97%
December 31, 2017 35.97%
November 30, 2017 35.97%

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

35.97%
Minimum
Jan 2017
39.88%
Maximum
Mar 2020
37.40%
Average
35.97%
Median
Jan 2017