Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 42.37%
November 30, 2021 42.37%
October 31, 2021 42.37%
September 30, 2021 42.37%
August 31, 2021 42.37%
July 31, 2021 42.37%
June 30, 2021 42.37%
May 31, 2021 42.37%
April 30, 2021 42.37%
March 31, 2021 42.37%
February 28, 2021 42.37%
January 31, 2021 42.37%
December 31, 2020 42.37%
November 30, 2020 42.37%
October 31, 2020 42.37%
September 30, 2020 42.37%
August 31, 2020 42.37%
July 31, 2020 42.37%
June 30, 2020 42.37%
May 31, 2020 42.37%
April 30, 2020 42.37%
March 31, 2020 42.37%
February 29, 2020 16.22%
January 31, 2020 16.22%
December 31, 2019 16.22%
Date Value
November 30, 2019 16.22%
October 31, 2019 16.22%
September 30, 2019 16.22%
August 31, 2019 16.22%
July 31, 2019 16.22%
June 30, 2019 16.22%
May 31, 2019 16.22%
April 30, 2019 16.22%
March 31, 2019 16.22%
February 28, 2019 16.22%
January 31, 2019 16.22%
December 31, 2018 16.22%
November 30, 2018 16.22%
October 31, 2018 16.22%
September 30, 2018 16.22%
August 31, 2018 16.22%
July 31, 2018 16.22%
June 30, 2018 16.35%
May 31, 2018 16.95%
April 30, 2018 16.95%
March 31, 2018 16.95%
February 28, 2018 16.95%
January 31, 2018 16.95%
December 31, 2017 16.95%
November 30, 2017 16.95%

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

16.22%
Minimum
Jul 2018
42.37%
Maximum
Mar 2020
26.01%
Average
16.95%
Median
Jan 2017