Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 41.62%
November 30, 2021 41.62%
October 31, 2021 41.62%
September 30, 2021 41.62%
August 31, 2021 41.62%
July 31, 2021 41.62%
June 30, 2021 41.62%
May 31, 2021 41.62%
April 30, 2021 41.62%
March 31, 2021 41.62%
February 28, 2021 41.62%
January 31, 2021 41.62%
December 31, 2020 41.62%
November 30, 2020 41.62%
October 31, 2020 41.62%
September 30, 2020 41.62%
August 31, 2020 41.62%
July 31, 2020 41.62%
June 30, 2020 41.62%
May 31, 2020 41.62%
April 30, 2020 41.62%
March 31, 2020 41.62%
February 29, 2020 16.86%
January 31, 2020 16.86%
December 31, 2019 16.86%
Date Value
November 30, 2019 16.86%
October 31, 2019 16.86%
September 30, 2019 16.86%
August 31, 2019 16.86%
July 31, 2019 16.86%
June 30, 2019 16.86%
May 31, 2019 16.86%
April 30, 2019 16.86%
March 31, 2019 16.86%
February 28, 2019 16.86%
January 31, 2019 16.86%
December 31, 2018 16.86%
November 30, 2018 16.86%
October 31, 2018 16.86%
September 30, 2018 16.86%
August 31, 2018 16.86%
July 31, 2018 16.86%
June 30, 2018 16.89%
May 31, 2018 17.32%
April 30, 2018 17.32%
March 31, 2018 17.32%
February 28, 2018 17.32%
January 31, 2018 17.32%
December 31, 2017 17.32%
November 30, 2017 17.32%

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

16.86%
Minimum
Jul 2018
41.62%
Maximum
Mar 2020
26.07%
Average
17.32%
Median
Jan 2017