Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 32.79%
November 30, 2021 32.79%
October 31, 2021 32.79%
September 30, 2021 32.79%
August 31, 2021 32.79%
July 31, 2021 32.79%
June 30, 2021 32.79%
May 31, 2021 32.79%
April 30, 2021 32.79%
March 31, 2021 32.79%
February 28, 2021 32.79%
January 31, 2021 32.79%
December 31, 2020 32.79%
November 30, 2020 32.79%
October 31, 2020 32.79%
September 30, 2020 32.79%
August 31, 2020 32.79%
July 31, 2020 32.79%
June 30, 2020 32.79%
May 31, 2020 32.79%
April 30, 2020 32.79%
March 31, 2020 32.79%
February 29, 2020 16.05%
January 31, 2020 16.05%
December 31, 2019 16.05%
Date Value
November 30, 2019 16.05%
October 31, 2019 16.05%
September 30, 2019 16.05%
August 31, 2019 16.05%
July 31, 2019 16.05%
June 30, 2019 16.05%
May 31, 2019 16.05%
April 30, 2019 16.05%
March 31, 2019 16.05%
February 28, 2019 16.05%
January 31, 2019 16.05%
December 31, 2018 16.05%
November 30, 2018 11.52%
October 31, 2018 11.52%
September 30, 2018 11.52%
August 31, 2018 11.52%
July 31, 2018 11.52%
June 30, 2018 11.52%
May 31, 2018 11.52%
April 30, 2018 11.52%
March 31, 2018 11.52%
February 28, 2018 11.52%
January 31, 2018 11.52%
December 31, 2017 11.52%
November 30, 2017 11.52%

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

11.52%
Minimum
Jan 2017
32.79%
Maximum
Mar 2020
20.45%
Average
16.05%
Median
Dec 2018