Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 7.68%
November 30, 2021 7.68%
October 31, 2021 7.68%
September 30, 2021 7.68%
August 31, 2021 7.68%
July 31, 2021 7.68%
June 30, 2021 7.68%
May 31, 2021 7.68%
April 30, 2021 7.68%
March 31, 2021 7.68%
February 28, 2021 7.68%
January 31, 2021 7.68%
December 31, 2020 7.68%
November 30, 2020 7.68%
October 31, 2020 7.68%
September 30, 2020 7.68%
August 31, 2020 7.68%
July 31, 2020 7.68%
June 30, 2020 7.68%
May 31, 2020 7.68%
April 30, 2020 7.68%
March 31, 2020 7.68%
February 29, 2020 3.37%
January 31, 2020 3.37%
December 31, 2019 3.37%
Date Value
November 30, 2019 3.37%
October 31, 2019 3.37%
September 30, 2019 3.37%
August 31, 2019 3.37%
July 31, 2019 3.37%
June 30, 2019 3.37%
May 31, 2019 3.37%
April 30, 2019 3.37%
March 31, 2019 3.37%
February 28, 2019 3.37%
January 31, 2019 3.37%
December 31, 2018 3.37%
November 30, 2018 3.37%
October 31, 2018 3.37%
September 30, 2018 3.37%
August 31, 2018 3.37%
July 31, 2018 3.37%
June 30, 2018 3.88%
May 31, 2018 3.88%
April 30, 2018 3.88%
March 31, 2018 3.91%
February 28, 2018 3.91%
January 31, 2018 3.91%
December 31, 2017 3.91%
November 30, 2017 3.91%

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

3.37%
Minimum
Jul 2018
7.68%
Maximum
Mar 2020
5.11%
Average
3.91%
Median
Jan 2017