Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 40.05%
November 30, 2021 40.05%
October 31, 2021 40.05%
September 30, 2021 40.05%
August 31, 2021 40.05%
July 31, 2021 40.05%
June 30, 2021 40.05%
May 31, 2021 40.05%
April 30, 2021 40.05%
March 31, 2021 40.05%
February 28, 2021 40.05%
January 31, 2021 40.05%
December 31, 2020 40.05%
November 30, 2020 40.05%
October 31, 2020 40.05%
September 30, 2020 40.05%
August 31, 2020 40.05%
July 31, 2020 40.05%
June 30, 2020 40.05%
May 31, 2020 40.05%
April 30, 2020 40.05%
March 31, 2020 40.05%
February 29, 2020 24.23%
January 31, 2020 24.23%
December 31, 2019 24.23%
Date Value
November 30, 2019 24.23%
October 31, 2019 24.23%
September 30, 2019 24.23%
August 31, 2019 24.23%
July 31, 2019 24.23%
June 30, 2019 24.23%
May 31, 2019 24.23%
April 30, 2019 24.23%
March 31, 2019 24.23%
February 28, 2019 24.23%
January 31, 2019 24.23%
December 31, 2018 24.23%
November 30, 2018 16.28%
October 31, 2018 16.28%
September 30, 2018 16.28%
August 31, 2018 16.28%
July 31, 2018 16.28%
June 30, 2018 16.28%
May 31, 2018 16.28%
April 30, 2018 16.28%
March 31, 2018 16.28%
February 28, 2018 16.28%
January 31, 2018 16.28%
December 31, 2017 16.28%
November 30, 2017 16.28%

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

16.28%
Minimum
Jan 2017
40.05%
Maximum
Mar 2020
26.98%
Average
24.23%
Median
Dec 2018