Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 41.84%
November 30, 2021 41.84%
October 31, 2021 41.84%
September 30, 2021 41.84%
August 31, 2021 41.84%
July 31, 2021 41.84%
June 30, 2021 41.84%
May 31, 2021 41.84%
April 30, 2021 41.84%
March 31, 2021 41.84%
February 28, 2021 41.84%
January 31, 2021 41.84%
December 31, 2020 41.84%
November 30, 2020 41.84%
October 31, 2020 41.84%
September 30, 2020 41.84%
August 31, 2020 41.84%
July 31, 2020 41.84%
June 30, 2020 41.84%
May 31, 2020 41.84%
April 30, 2020 41.84%
March 31, 2020 41.84%
February 29, 2020 26.86%
January 31, 2020 26.86%
December 31, 2019 26.86%
Date Value
November 30, 2019 26.86%
October 31, 2019 26.86%
September 30, 2019 26.86%
August 31, 2019 26.86%
July 31, 2019 26.86%
June 30, 2019 26.86%
May 31, 2019 26.86%
April 30, 2019 26.86%
March 31, 2019 26.86%
February 28, 2019 26.86%
January 31, 2019 26.86%
December 31, 2018 26.86%
November 30, 2018 25.71%
October 31, 2018 25.71%
September 30, 2018 25.71%
August 31, 2018 25.71%
July 31, 2018 25.71%
June 30, 2018 25.71%
May 31, 2018 25.71%
April 30, 2018 25.71%
March 31, 2018 25.71%
February 28, 2018 25.71%
January 31, 2018 25.71%
December 31, 2017 25.71%
November 30, 2017 25.71%

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

25.71%
Minimum
Jan 2017
41.84%
Maximum
Mar 2020
31.91%
Average
26.86%
Median
Dec 2018