Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 42.72%
November 30, 2021 42.72%
October 31, 2021 42.72%
September 30, 2021 42.72%
August 31, 2021 42.72%
July 31, 2021 42.72%
June 30, 2021 42.72%
May 31, 2021 42.72%
April 30, 2021 42.72%
March 31, 2021 42.72%
February 28, 2021 42.72%
January 31, 2021 42.72%
December 31, 2020 42.72%
November 30, 2020 42.72%
October 31, 2020 42.72%
September 30, 2020 42.72%
August 31, 2020 42.72%
July 31, 2020 42.72%
June 30, 2020 42.72%
May 31, 2020 42.72%
April 30, 2020 42.72%
March 31, 2020 42.72%
February 29, 2020 24.25%
January 31, 2020 24.25%
December 31, 2019 24.25%
Date Value
November 30, 2019 24.25%
October 31, 2019 24.25%
September 30, 2019 24.25%
August 31, 2019 24.25%
July 31, 2019 24.25%
June 30, 2019 24.25%
May 31, 2019 24.25%
April 30, 2019 24.25%
March 31, 2019 24.25%
February 28, 2019 24.25%
January 31, 2019 24.25%
December 31, 2018 24.25%
November 30, 2018 18.84%
October 31, 2018 18.84%
September 30, 2018 18.84%
August 31, 2018 18.84%
July 31, 2018 18.84%
June 30, 2018 18.84%
May 31, 2018 18.84%
April 30, 2018 18.84%
March 31, 2018 18.84%
February 28, 2018 18.84%
January 31, 2018 18.84%
December 31, 2017 18.84%
November 30, 2017 18.84%

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

18.84%
Minimum
Jan 2017
42.72%
Maximum
Mar 2020
28.95%
Average
24.25%
Median
Dec 2018