Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 36.54%
November 30, 2021 36.54%
October 31, 2021 36.54%
September 30, 2021 36.54%
August 31, 2021 36.54%
July 31, 2021 36.54%
June 30, 2021 36.54%
May 31, 2021 36.54%
April 30, 2021 36.54%
March 31, 2021 36.54%
February 28, 2021 36.54%
January 31, 2021 36.54%
December 31, 2020 36.54%
November 30, 2020 36.54%
October 31, 2020 36.54%
September 30, 2020 36.54%
August 31, 2020 36.54%
July 31, 2020 36.54%
June 30, 2020 36.54%
May 31, 2020 36.54%
April 30, 2020 36.54%
March 31, 2020 36.54%
February 29, 2020 15.58%
January 31, 2020 15.58%
December 31, 2019 15.58%
Date Value
November 30, 2019 15.58%
October 31, 2019 15.58%
September 30, 2019 15.58%
August 31, 2019 15.58%
July 31, 2019 15.58%
June 30, 2019 15.58%
May 31, 2019 15.58%
April 30, 2019 15.58%
March 31, 2019 15.58%
February 28, 2019 15.58%
January 31, 2019 15.58%
December 31, 2018 15.58%
November 30, 2018 15.58%
October 31, 2018 15.58%
September 30, 2018 15.58%
August 31, 2018 15.58%
July 31, 2018 15.58%
June 30, 2018 15.58%
May 31, 2018 15.58%
April 30, 2018 15.58%
March 31, 2018 15.58%
February 28, 2018 15.58%
January 31, 2018 15.58%
December 31, 2017 15.58%
November 30, 2017 15.58%

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

15.58%
Minimum
Jan 2017
36.54%
Maximum
Mar 2020
23.26%
Average
15.58%
Median
Jan 2017