Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 35.96%
November 30, 2021 35.96%
October 31, 2021 35.96%
September 30, 2021 35.96%
August 31, 2021 35.96%
July 31, 2021 35.96%
June 30, 2021 35.96%
May 31, 2021 35.96%
April 30, 2021 35.96%
March 31, 2021 35.96%
February 28, 2021 35.96%
January 31, 2021 35.96%
December 31, 2020 35.96%
November 30, 2020 35.96%
October 31, 2020 35.96%
September 30, 2020 35.96%
August 31, 2020 35.96%
July 31, 2020 35.96%
June 30, 2020 35.96%
May 31, 2020 35.96%
April 30, 2020 35.96%
March 31, 2020 35.96%
February 29, 2020 15.92%
January 31, 2020 15.92%
December 31, 2019 15.92%
Date Value
November 30, 2019 15.92%
October 31, 2019 15.92%
September 30, 2019 15.92%
August 31, 2019 15.92%
July 31, 2019 15.92%
June 30, 2019 15.92%
May 31, 2019 15.92%
April 30, 2019 15.92%
March 31, 2019 15.92%
February 28, 2019 15.92%
January 31, 2019 15.92%
December 31, 2018 15.92%
November 30, 2018 11.31%
October 31, 2018 11.31%
September 30, 2018 11.31%
August 31, 2018 11.31%
July 31, 2018 11.31%
June 30, 2018 11.31%
May 31, 2018 11.31%
April 30, 2018 11.31%
March 31, 2018 11.31%
February 28, 2018 11.31%
January 31, 2018 11.31%
December 31, 2017 11.31%
November 30, 2017 11.31%

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

11.31%
Minimum
Jan 2017
35.96%
Maximum
Mar 2020
21.50%
Average
15.92%
Median
Dec 2018