Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 36.81%
November 30, 2021 36.81%
October 31, 2021 36.81%
September 30, 2021 36.81%
August 31, 2021 36.81%
July 31, 2021 36.81%
June 30, 2021 36.81%
May 31, 2021 36.81%
April 30, 2021 36.81%
March 31, 2021 36.81%
February 28, 2021 36.81%
January 31, 2021 36.81%
December 31, 2020 36.81%
November 30, 2020 36.81%
October 31, 2020 36.81%
September 30, 2020 36.81%
August 31, 2020 36.81%
July 31, 2020 36.81%
June 30, 2020 36.81%
May 31, 2020 36.81%
April 30, 2020 36.81%
March 31, 2020 36.81%
February 29, 2020 26.38%
January 31, 2020 26.38%
December 31, 2019 26.38%
Date Value
November 30, 2019 26.38%
October 31, 2019 26.38%
September 30, 2019 26.38%
August 31, 2019 26.38%
July 31, 2019 26.38%
June 30, 2019 26.38%
May 31, 2019 26.38%
April 30, 2019 26.38%
March 31, 2019 26.38%
February 28, 2019 26.38%
January 31, 2019 26.38%
December 31, 2018 26.38%
November 30, 2018 25.42%
October 31, 2018 25.42%
September 30, 2018 25.42%
August 31, 2018 25.42%
July 31, 2018 25.42%
June 30, 2018 25.42%
May 31, 2018 25.42%
April 30, 2018 25.42%
March 31, 2018 25.42%
February 28, 2018 25.42%
January 31, 2018 25.42%
December 31, 2017 25.42%
November 30, 2017 25.42%

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

25.42%
Minimum
Jan 2017
36.81%
Maximum
Mar 2020
29.84%
Average
26.38%
Median
Dec 2018