Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 33.50%
November 30, 2021 33.50%
October 31, 2021 33.50%
September 30, 2021 33.50%
August 31, 2021 33.50%
July 31, 2021 33.50%
June 30, 2021 33.50%
May 31, 2021 33.50%
April 30, 2021 33.50%
March 31, 2021 33.50%
February 28, 2021 33.50%
January 31, 2021 33.50%
December 31, 2020 33.50%
November 30, 2020 33.50%
October 31, 2020 33.50%
September 30, 2020 33.50%
August 31, 2020 33.50%
July 31, 2020 33.50%
June 30, 2020 33.50%
May 31, 2020 33.50%
April 30, 2020 33.50%
March 31, 2020 33.50%
February 29, 2020 13.45%
January 31, 2020 13.45%
December 31, 2019 13.45%
Date Value
November 30, 2019 13.45%
October 31, 2019 13.45%
September 30, 2019 13.45%
August 31, 2019 13.45%
July 31, 2019 13.45%
June 30, 2019 13.45%
May 31, 2019 13.45%
April 30, 2019 13.45%
March 31, 2019 13.45%
February 28, 2019 13.45%
January 31, 2019 13.45%
December 31, 2018 13.45%
November 30, 2018 13.45%
October 31, 2018 13.45%
September 30, 2018 13.45%
August 31, 2018 13.45%
July 31, 2018 13.45%
June 30, 2018 13.45%
May 31, 2018 13.45%
April 30, 2018 13.45%
March 31, 2018 13.45%
February 28, 2018 13.45%
January 31, 2018 13.45%
December 31, 2017 13.45%
November 30, 2017 13.45%

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

13.45%
Minimum
Jan 2017
33.50%
Maximum
Mar 2020
20.80%
Average
13.45%
Median
Jan 2017