Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 42.87%
November 30, 2021 42.87%
October 31, 2021 42.87%
September 30, 2021 42.87%
August 31, 2021 42.87%
July 31, 2021 42.87%
June 30, 2021 42.87%
May 31, 2021 42.87%
April 30, 2021 42.87%
March 31, 2021 42.87%
February 28, 2021 42.87%
January 31, 2021 42.87%
December 31, 2020 42.87%
November 30, 2020 42.87%
October 31, 2020 42.87%
September 30, 2020 42.87%
August 31, 2020 42.87%
July 31, 2020 42.87%
June 30, 2020 42.87%
May 31, 2020 42.87%
April 30, 2020 42.87%
March 31, 2020 42.87%
February 29, 2020 25.72%
January 31, 2020 25.72%
December 31, 2019 25.72%
Date Value
November 30, 2019 25.72%
October 31, 2019 25.72%
September 30, 2019 25.72%
August 31, 2019 25.72%
July 31, 2019 25.72%
June 30, 2019 25.72%
May 31, 2019 25.72%
April 30, 2019 25.72%
March 31, 2019 25.72%
February 28, 2019 25.72%
January 31, 2019 25.72%
December 31, 2018 25.72%
November 30, 2018 23.38%
October 31, 2018 23.38%
September 30, 2018 23.38%
August 31, 2018 23.38%
July 31, 2018 23.38%
June 30, 2018 23.38%
May 31, 2018 23.38%
April 30, 2018 23.38%
March 31, 2018 23.38%
February 28, 2018 23.38%
January 31, 2018 23.38%
December 31, 2017 23.38%
November 30, 2017 23.38%

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

23.38%
Minimum
Jan 2017
42.87%
Maximum
Mar 2020
31.11%
Average
25.72%
Median
Dec 2018