Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 34.87%
November 30, 2021 34.87%
October 31, 2021 34.87%
September 30, 2021 34.87%
August 31, 2021 34.87%
July 31, 2021 34.87%
June 30, 2021 34.87%
May 31, 2021 34.87%
April 30, 2021 34.87%
March 31, 2021 34.87%
February 28, 2021 34.87%
January 31, 2021 34.87%
December 31, 2020 34.87%
November 30, 2020 34.87%
October 31, 2020 34.87%
September 30, 2020 34.87%
August 31, 2020 34.87%
July 31, 2020 34.87%
June 30, 2020 34.87%
May 31, 2020 34.87%
April 30, 2020 34.87%
March 31, 2020 34.87%
February 29, 2020 18.74%
January 31, 2020 18.74%
December 31, 2019 18.74%
Date Value
November 30, 2019 18.74%
October 31, 2019 18.74%
September 30, 2019 18.74%
August 31, 2019 18.74%
July 31, 2019 18.74%
June 30, 2019 18.74%
May 31, 2019 18.74%
April 30, 2019 18.74%
March 31, 2019 18.74%
February 28, 2019 18.74%
January 31, 2019 18.74%
December 31, 2018 18.74%
November 30, 2018 13.63%
October 31, 2018 13.63%
September 30, 2018 13.63%
August 31, 2018 13.63%
July 31, 2018 13.63%
June 30, 2018 13.63%
May 31, 2018 13.63%
April 30, 2018 13.63%
March 31, 2018 13.63%
February 28, 2018 13.63%
January 31, 2018 13.63%
December 31, 2017 13.63%
November 30, 2017 13.63%

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

13.63%
Minimum
Jan 2017
34.87%
Maximum
Mar 2020
22.70%
Average
18.74%
Median
Dec 2018