Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 35.67%
November 30, 2021 35.67%
October 31, 2021 35.67%
September 30, 2021 35.67%
August 31, 2021 35.67%
July 31, 2021 35.67%
June 30, 2021 35.67%
May 31, 2021 35.67%
April 30, 2021 35.67%
March 31, 2021 35.67%
February 28, 2021 35.67%
January 31, 2021 35.67%
December 31, 2020 35.67%
November 30, 2020 35.67%
October 31, 2020 35.67%
September 30, 2020 35.67%
August 31, 2020 35.67%
July 31, 2020 35.67%
June 30, 2020 35.67%
May 31, 2020 35.67%
April 30, 2020 35.67%
March 31, 2020 35.67%
February 29, 2020 20.26%
January 31, 2020 20.26%
December 31, 2019 20.26%
Date Value
November 30, 2019 20.26%
October 31, 2019 20.26%
September 30, 2019 20.26%
August 31, 2019 20.26%
July 31, 2019 20.26%
June 30, 2019 20.26%
May 31, 2019 20.26%
April 30, 2019 20.26%
March 31, 2019 20.26%
February 28, 2019 20.26%
January 31, 2019 20.26%
December 31, 2018 20.26%
November 30, 2018 13.76%
October 31, 2018 13.76%
September 30, 2018 13.61%
August 31, 2018 13.61%
July 31, 2018 13.61%
June 30, 2018 13.61%
May 31, 2018 13.61%
April 30, 2018 13.61%
March 31, 2018 13.61%
February 28, 2018 13.61%
January 31, 2018 13.61%
December 31, 2017 13.61%
November 30, 2017 13.61%

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

12.35%
Minimum
Mar 2017
35.67%
Maximum
Mar 2020
23.35%
Average
20.26%
Median
Dec 2018