Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 31.05%
November 30, 2021 31.05%
October 31, 2021 31.05%
September 30, 2021 31.05%
August 31, 2021 31.05%
July 31, 2021 31.05%
June 30, 2021 31.05%
May 31, 2021 31.05%
April 30, 2021 31.05%
March 31, 2021 31.05%
February 28, 2021 31.05%
January 31, 2021 31.05%
December 31, 2020 31.05%
November 30, 2020 31.05%
October 31, 2020 31.05%
September 30, 2020 31.05%
August 31, 2020 31.05%
July 31, 2020 31.05%
June 30, 2020 31.05%
May 31, 2020 31.05%
April 30, 2020 31.05%
March 31, 2020 31.05%
February 29, 2020 17.93%
January 31, 2020 17.93%
December 31, 2019 17.93%
Date Value
November 30, 2019 17.93%
October 31, 2019 17.93%
September 30, 2019 17.93%
August 31, 2019 17.93%
July 31, 2019 17.93%
June 30, 2019 17.93%
May 31, 2019 17.93%
April 30, 2019 17.93%
March 31, 2019 17.93%
February 28, 2019 17.93%
January 31, 2019 17.93%
December 31, 2018 17.93%
November 30, 2018 13.90%
October 31, 2018 13.90%
September 30, 2018 13.90%
August 31, 2018 13.90%
July 31, 2018 13.90%
June 30, 2018 13.90%
May 31, 2018 13.90%
April 30, 2018 13.90%
March 31, 2018 13.90%
February 28, 2018 13.90%
January 31, 2018 13.90%
December 31, 2017 13.90%
November 30, 2017 13.90%

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

13.90%
Minimum
Jan 2017
31.05%
Maximum
Mar 2020
21.19%
Average
17.93%
Median
Dec 2018