Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 31.03%
November 30, 2021 31.03%
October 31, 2021 31.03%
September 30, 2021 31.03%
August 31, 2021 31.03%
July 31, 2021 31.03%
June 30, 2021 31.03%
May 31, 2021 31.03%
April 30, 2021 31.03%
March 31, 2021 31.03%
February 28, 2021 31.03%
January 31, 2021 31.03%
December 31, 2020 31.03%
November 30, 2020 31.03%
October 31, 2020 31.03%
September 30, 2020 31.03%
August 31, 2020 31.03%
July 31, 2020 31.03%
June 30, 2020 31.03%
May 31, 2020 31.03%
April 30, 2020 31.03%
March 31, 2020 31.03%
February 29, 2020 19.90%
January 31, 2020 19.90%
December 31, 2019 19.90%
Date Value
November 30, 2019 19.90%
October 31, 2019 19.90%
September 30, 2019 19.90%
August 31, 2019 19.90%
July 31, 2019 19.90%
June 30, 2019 19.90%
May 31, 2019 19.90%
April 30, 2019 19.90%
March 31, 2019 19.90%
February 28, 2019 19.90%
January 31, 2019 19.90%
December 31, 2018 19.90%
November 30, 2018 16.80%
October 31, 2018 16.80%
September 30, 2018 16.80%
August 31, 2018 16.80%
July 31, 2018 16.80%
June 30, 2018 16.80%
May 31, 2018 16.80%
April 30, 2018 16.80%
March 31, 2018 16.80%
February 28, 2018 16.80%
January 31, 2018 16.80%
December 31, 2017 16.80%
November 30, 2017 16.80%

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

16.80%
Minimum
Jan 2017
31.03%
Maximum
Mar 2020
22.79%
Average
19.90%
Median
Dec 2018

Max Drawdown (5Y) Related Metrics