Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 38.70%
November 30, 2021 38.70%
October 31, 2021 38.70%
September 30, 2021 38.70%
August 31, 2021 38.70%
July 31, 2021 38.70%
June 30, 2021 38.70%
May 31, 2021 38.70%
April 30, 2021 38.70%
March 31, 2021 38.70%
February 28, 2021 38.70%
January 31, 2021 38.70%
December 31, 2020 38.70%
November 30, 2020 38.70%
October 31, 2020 38.70%
September 30, 2020 38.70%
August 31, 2020 38.70%
July 31, 2020 38.70%
June 30, 2020 38.70%
May 31, 2020 38.70%
April 30, 2020 38.70%
March 31, 2020 38.70%
February 29, 2020 19.37%
January 31, 2020 19.37%
December 31, 2019 19.37%
Date Value
November 30, 2019 19.37%
October 31, 2019 19.37%
September 30, 2019 19.37%
August 31, 2019 19.37%
July 31, 2019 19.37%
June 30, 2019 19.37%
May 31, 2019 19.37%
April 30, 2019 19.37%
March 31, 2019 19.37%
February 28, 2019 19.37%
January 31, 2019 19.37%
December 31, 2018 19.37%
November 30, 2018 16.64%
October 31, 2018 16.64%
September 30, 2018 16.64%
August 31, 2018 16.64%
July 31, 2018 16.64%
June 30, 2018 16.64%
May 31, 2018 16.64%
April 30, 2018 16.64%
March 31, 2018 16.64%
February 28, 2018 16.64%
January 31, 2018 16.64%
December 31, 2017 16.64%
November 30, 2017 16.64%

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

16.64%
Minimum
Jan 2017
38.70%
Maximum
Mar 2020
25.41%
Average
19.37%
Median
Dec 2018