Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 35.68%
November 30, 2021 35.68%
October 31, 2021 35.68%
September 30, 2021 35.68%
August 31, 2021 35.68%
July 31, 2021 35.68%
June 30, 2021 35.68%
May 31, 2021 35.68%
April 30, 2021 35.68%
March 31, 2021 35.68%
February 28, 2021 35.68%
January 31, 2021 35.68%
December 31, 2020 35.68%
November 30, 2020 35.68%
October 31, 2020 35.68%
September 30, 2020 35.68%
August 31, 2020 35.68%
July 31, 2020 35.68%
June 30, 2020 35.68%
May 31, 2020 35.68%
April 30, 2020 35.68%
March 31, 2020 35.68%
February 29, 2020 20.20%
January 31, 2020 20.20%
December 31, 2019 20.20%
Date Value
November 30, 2019 20.20%
October 31, 2019 20.20%
September 30, 2019 20.20%
August 31, 2019 20.20%
July 31, 2019 20.20%
June 30, 2019 20.20%
May 31, 2019 20.20%
April 30, 2019 20.20%
March 31, 2019 20.20%
February 28, 2019 20.20%
January 31, 2019 20.20%
December 31, 2018 20.20%
November 30, 2018 13.67%
October 31, 2018 13.67%
September 30, 2018 13.55%
August 31, 2018 13.55%
July 31, 2018 13.55%
June 30, 2018 13.55%
May 31, 2018 13.55%
April 30, 2018 13.55%
March 31, 2018 13.55%
February 28, 2018 13.55%
January 31, 2018 13.55%
December 31, 2017 13.55%
November 30, 2017 13.55%

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

12.20%
Minimum
Mar 2017
35.68%
Maximum
Mar 2020
23.28%
Average
20.20%
Median
Dec 2018