Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 34.37%
November 30, 2021 34.37%
October 31, 2021 34.37%
September 30, 2021 34.37%
August 31, 2021 34.37%
July 31, 2021 34.37%
June 30, 2021 34.37%
May 31, 2021 34.37%
April 30, 2021 34.37%
March 31, 2021 34.37%
February 28, 2021 34.37%
January 31, 2021 34.37%
December 31, 2020 34.37%
November 30, 2020 34.37%
October 31, 2020 34.37%
September 30, 2020 34.37%
August 31, 2020 34.37%
July 31, 2020 34.37%
June 30, 2020 34.37%
May 31, 2020 34.37%
April 30, 2020 34.37%
March 31, 2020 34.37%
February 29, 2020 23.01%
January 31, 2020 23.01%
December 31, 2019 23.01%
Date Value
November 30, 2019 23.01%
October 31, 2019 23.01%
September 30, 2019 23.01%
August 31, 2019 23.01%
July 31, 2019 23.01%
June 30, 2019 23.01%
May 31, 2019 23.01%
April 30, 2019 23.01%
March 31, 2019 23.01%
February 28, 2019 23.01%
January 31, 2019 23.01%
December 31, 2018 23.01%
November 30, 2018 18.93%
October 31, 2018 18.93%
September 30, 2018 18.93%
August 31, 2018 18.93%
July 31, 2018 18.93%
June 30, 2018 18.93%
May 31, 2018 18.93%
April 30, 2018 18.93%
March 31, 2018 18.93%
February 28, 2018 18.93%
January 31, 2018 18.93%
December 31, 2017 18.93%
November 30, 2017 18.93%

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

18.93%
Minimum
Jan 2017
34.37%
Maximum
Mar 2020
25.61%
Average
23.01%
Median
Dec 2018