Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 31.60%
November 30, 2021 31.60%
October 31, 2021 31.60%
September 30, 2021 31.60%
August 31, 2021 31.60%
July 31, 2021 31.60%
June 30, 2021 31.60%
May 31, 2021 31.60%
April 30, 2021 31.60%
March 31, 2021 31.60%
February 28, 2021 31.60%
January 31, 2021 31.60%
December 31, 2020 31.60%
November 30, 2020 31.60%
October 31, 2020 31.60%
September 30, 2020 31.60%
August 31, 2020 31.60%
July 31, 2020 31.60%
June 30, 2020 31.60%
May 31, 2020 31.60%
April 30, 2020 31.60%
March 31, 2020 31.60%
February 29, 2020 21.05%
January 31, 2020 21.05%
December 31, 2019 21.05%
Date Value
November 30, 2019 21.05%
October 31, 2019 21.05%
September 30, 2019 21.05%
August 31, 2019 21.05%
July 31, 2019 21.05%
June 30, 2019 21.05%
May 31, 2019 21.05%
April 30, 2019 21.05%
March 31, 2019 21.05%
February 28, 2019 21.05%
January 31, 2019 21.05%
December 31, 2018 21.05%
November 30, 2018 13.66%
October 31, 2018 13.66%
September 30, 2018 13.66%
August 31, 2018 13.66%
July 31, 2018 13.66%
June 30, 2018 13.66%
May 31, 2018 13.66%
April 30, 2018 13.66%
March 31, 2018 13.66%
February 28, 2018 13.66%
January 31, 2018 13.66%
December 31, 2017 13.66%
November 30, 2017 13.66%

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

13.66%
Minimum
Jan 2017
31.60%
Maximum
Mar 2020
22.09%
Average
21.05%
Median
Dec 2018