Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 10.78%
November 30, 2021 10.78%
October 31, 2021 10.78%
September 30, 2021 10.78%
August 31, 2021 10.78%
July 31, 2021 10.78%
June 30, 2021 10.78%
May 31, 2021 10.78%
April 30, 2021 10.78%
March 31, 2021 10.78%
February 28, 2021 10.78%
January 31, 2021 10.78%
December 31, 2020 10.78%
November 30, 2020 10.78%
October 31, 2020 10.78%
September 30, 2020 10.78%
August 31, 2020 10.78%
July 31, 2020 10.78%
June 30, 2020 10.78%
May 31, 2020 10.78%
April 30, 2020 10.78%
March 31, 2020 10.78%
February 29, 2020 3.21%
January 31, 2020 3.21%
December 31, 2019 3.21%
Date Value
November 30, 2019 3.21%
October 31, 2019 3.21%
September 30, 2019 3.21%
August 31, 2019 3.21%
July 31, 2019 3.21%
June 30, 2019 3.21%
May 31, 2019 3.21%
April 30, 2019 3.21%
March 31, 2019 3.21%
February 28, 2019 3.21%
January 31, 2019 3.21%
December 31, 2018 3.21%
November 30, 2018 3.21%
October 31, 2018 3.21%
September 30, 2018 3.21%
August 31, 2018 3.21%
July 31, 2018 3.33%
June 30, 2018 5.10%
May 31, 2018 5.10%
April 30, 2018 5.10%
March 31, 2018 5.10%
February 28, 2018 5.10%
January 31, 2018 5.10%
December 31, 2017 5.10%
November 30, 2017 5.10%

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

3.21%
Minimum
Aug 2018
10.78%
Maximum
Mar 2020
6.56%
Average
5.10%
Median
Jan 2017