Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 70.94%
November 30, 2021 70.94%
October 31, 2021 70.94%
September 30, 2021 70.94%
August 31, 2021 70.94%
July 31, 2021 70.94%
June 30, 2021 70.94%
May 31, 2021 70.94%
April 30, 2021 70.94%
March 31, 2021 70.94%
February 28, 2021 70.94%
January 31, 2021 70.94%
December 31, 2020 70.94%
November 30, 2020 70.94%
October 31, 2020 70.94%
September 30, 2020 70.94%
August 31, 2020 70.94%
July 31, 2020 70.94%
June 30, 2020 70.94%
May 31, 2020 70.94%
April 30, 2020 70.94%
March 31, 2020 70.94%
February 29, 2020 53.65%
January 31, 2020 53.65%
December 31, 2019 53.65%
Date Value
November 30, 2019 53.65%
October 31, 2019 53.65%
September 30, 2019 53.65%
August 31, 2019 53.65%
July 31, 2019 53.65%
June 30, 2019 53.65%
May 31, 2019 53.65%
April 30, 2019 53.65%
March 31, 2019 53.65%
February 28, 2019 53.65%
January 31, 2019 53.65%
December 31, 2018 53.65%
November 30, 2018 53.40%
October 31, 2018 53.40%
September 30, 2018 53.40%
August 31, 2018 53.40%
July 31, 2018 53.40%
June 30, 2018 53.40%
May 31, 2018 53.40%
April 30, 2018 53.40%
March 31, 2018 53.40%
February 28, 2018 53.40%
January 31, 2018 53.40%
December 31, 2017 53.40%
November 30, 2017 53.40%

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

53.40%
Minimum
Jan 2017
70.94%
Maximum
Mar 2020
59.90%
Average
53.65%
Median
Dec 2018