Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 53.48%
November 30, 2021 53.48%
October 31, 2021 53.48%
September 30, 2021 53.48%
August 31, 2021 53.48%
July 31, 2021 53.48%
June 30, 2021 53.48%
May 31, 2021 53.48%
April 30, 2021 53.48%
March 31, 2021 53.48%
February 28, 2021 53.48%
January 31, 2021 53.48%
December 31, 2020 53.48%
November 30, 2020 53.48%
October 31, 2020 53.48%
September 30, 2020 53.48%
August 31, 2020 53.48%
July 31, 2020 53.48%
June 30, 2020 53.48%
May 31, 2020 53.48%
April 30, 2020 53.48%
March 31, 2020 53.48%
February 29, 2020 24.99%
January 31, 2020 24.99%
December 31, 2019 24.99%
Date Value
November 30, 2019 24.99%
October 31, 2019 24.99%
September 30, 2019 24.99%
August 31, 2019 24.99%
July 31, 2019 24.99%
June 30, 2019 24.99%
May 31, 2019 24.99%
April 30, 2019 24.99%
March 31, 2019 24.99%
February 28, 2019 24.99%
January 31, 2019 24.99%
December 31, 2018 24.99%
November 30, 2018 16.34%
October 31, 2018 16.34%
September 30, 2018 16.21%
August 31, 2018 16.21%
July 31, 2018 16.21%
June 30, 2018 16.21%
May 31, 2018 16.21%
April 30, 2018 16.21%
March 31, 2018 16.21%
February 28, 2018 16.21%
January 31, 2018 16.21%
December 31, 2017 16.21%
November 30, 2017 16.21%

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

16.21%
Minimum
Jan 2017
53.48%
Maximum
Mar 2020
32.08%
Average
24.99%
Median
Dec 2018

Max Drawdown (5Y) Related Metrics