Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 35.55%
November 30, 2021 35.55%
October 31, 2021 35.55%
September 30, 2021 35.55%
August 31, 2021 35.55%
July 31, 2021 35.55%
June 30, 2021 35.55%
May 31, 2021 35.55%
April 30, 2021 35.55%
March 31, 2021 35.55%
February 28, 2021 35.55%
January 31, 2021 35.55%
December 31, 2020 35.55%
November 30, 2020 35.55%
October 31, 2020 35.55%
September 30, 2020 35.55%
August 31, 2020 35.55%
July 31, 2020 35.55%
June 30, 2020 35.55%
May 31, 2020 35.55%
April 30, 2020 35.55%
March 31, 2020 35.55%
February 29, 2020 20.03%
January 31, 2020 20.03%
December 31, 2019 20.03%
Date Value
November 30, 2019 20.03%
October 31, 2019 20.03%
September 30, 2019 20.03%
August 31, 2019 20.03%
July 31, 2019 20.03%
June 30, 2019 20.03%
May 31, 2019 20.03%
April 30, 2019 20.03%
March 31, 2019 20.03%
February 28, 2019 20.03%
January 31, 2019 20.03%
December 31, 2018 20.03%
November 30, 2018 17.25%
October 31, 2018 17.25%
September 30, 2018 17.25%
August 31, 2018 17.25%
July 31, 2018 17.25%
June 30, 2018 17.25%
May 31, 2018 17.25%
April 30, 2018 17.25%
March 31, 2018 17.25%
February 28, 2018 17.25%
January 31, 2018 17.25%
December 31, 2017 17.25%
November 30, 2017 17.25%

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

17.25%
Minimum
Jan 2017
35.55%
Maximum
Mar 2020
24.65%
Average
20.03%
Median
Dec 2018