Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 54.14%
November 30, 2021 54.14%
October 31, 2021 54.14%
September 30, 2021 54.14%
August 31, 2021 54.14%
July 31, 2021 54.14%
June 30, 2021 54.14%
May 31, 2021 54.14%
April 30, 2021 54.14%
March 31, 2021 54.14%
February 28, 2021 54.14%
January 31, 2021 54.14%
December 31, 2020 54.14%
November 30, 2020 54.14%
October 31, 2020 54.14%
September 30, 2020 54.14%
August 31, 2020 54.14%
July 31, 2020 54.14%
June 30, 2020 54.14%
May 31, 2020 54.14%
April 30, 2020 54.14%
March 31, 2020 54.14%
February 29, 2020 25.20%
January 31, 2020 25.20%
December 31, 2019 25.20%
Date Value
November 30, 2019 25.20%
October 31, 2019 25.20%
September 30, 2019 25.20%
August 31, 2019 25.20%
July 31, 2019 25.20%
June 30, 2019 25.20%
May 31, 2019 25.20%
April 30, 2019 25.20%
March 31, 2019 25.20%
February 28, 2019 25.20%
January 31, 2019 25.20%
December 31, 2018 25.20%
November 30, 2018 16.96%
October 31, 2018 16.96%
September 30, 2018 16.96%
August 31, 2018 16.96%
July 31, 2018 16.96%
June 30, 2018 16.96%
May 31, 2018 16.96%
April 30, 2018 16.96%
March 31, 2018 16.96%
February 28, 2018 16.96%
January 31, 2018 16.96%
December 31, 2017 16.96%
November 30, 2017 16.96%

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

16.96%
Minimum
Jan 2017
54.14%
Maximum
Mar 2020
32.65%
Average
25.20%
Median
Dec 2018

Max Drawdown (5Y) Related Metrics