Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 31.11%
November 30, 2021 31.11%
October 31, 2021 31.11%
September 30, 2021 31.11%
August 31, 2021 31.11%
July 31, 2021 31.11%
June 30, 2021 31.11%
May 31, 2021 31.11%
April 30, 2021 31.11%
March 31, 2021 31.11%
February 28, 2021 31.11%
January 31, 2021 31.11%
December 31, 2020 31.11%
November 30, 2020 31.11%
October 31, 2020 31.11%
September 30, 2020 31.11%
August 31, 2020 31.11%
July 31, 2020 31.11%
June 30, 2020 31.11%
May 31, 2020 31.11%
April 30, 2020 31.11%
March 31, 2020 31.11%
February 29, 2020 18.62%
January 31, 2020 18.62%
December 31, 2019 18.62%
Date Value
November 30, 2019 18.62%
October 31, 2019 18.62%
September 30, 2019 18.62%
August 31, 2019 18.62%
July 31, 2019 18.62%
June 30, 2019 18.62%
May 31, 2019 18.62%
April 30, 2019 18.62%
March 31, 2019 18.62%
February 28, 2019 18.62%
January 31, 2019 18.62%
December 31, 2018 18.62%
November 30, 2018 15.88%
October 31, 2018 15.88%
September 30, 2018 15.88%
August 31, 2018 15.88%
July 31, 2018 15.88%
June 30, 2018 15.88%
May 31, 2018 15.88%
April 30, 2018 15.88%
March 31, 2018 15.88%
February 28, 2018 15.88%
January 31, 2018 15.88%
December 31, 2017 15.88%
November 30, 2017 15.88%

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

15.88%
Minimum
Jan 2017
31.11%
Maximum
Mar 2020
22.15%
Average
18.62%
Median
Dec 2018