Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 45.23%
November 30, 2021 45.23%
October 31, 2021 45.23%
September 30, 2021 45.23%
August 31, 2021 45.23%
July 31, 2021 45.23%
June 30, 2021 45.23%
May 31, 2021 45.23%
April 30, 2021 45.23%
March 31, 2021 45.23%
February 28, 2021 45.23%
January 31, 2021 45.23%
December 31, 2020 45.23%
November 30, 2020 45.23%
October 31, 2020 45.23%
September 30, 2020 45.23%
August 31, 2020 45.23%
July 31, 2020 45.23%
June 30, 2020 45.23%
May 31, 2020 45.23%
April 30, 2020 45.23%
March 31, 2020 45.23%
February 29, 2020 23.50%
January 31, 2020 23.50%
December 31, 2019 23.50%
Date Value
November 30, 2019 23.50%
October 31, 2019 23.50%
September 30, 2019 23.50%
August 31, 2019 23.50%
July 31, 2019 23.50%
June 30, 2019 23.50%
May 31, 2019 23.50%
April 30, 2019 23.50%
March 31, 2019 23.50%
February 28, 2019 23.50%
January 31, 2019 23.50%
December 31, 2018 23.50%
November 30, 2018 16.19%
October 31, 2018 16.19%
September 30, 2018 16.19%
August 31, 2018 16.19%
July 31, 2018 16.19%
June 30, 2018 16.19%
May 31, 2018 16.19%
April 30, 2018 16.19%
March 31, 2018 16.19%
February 28, 2018 16.19%
January 31, 2018 16.19%
December 31, 2017 16.19%
November 30, 2017 16.19%

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

16.19%
Minimum
Jan 2017
45.23%
Maximum
Mar 2020
28.67%
Average
23.50%
Median
Dec 2018