Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 32.56%
November 30, 2021 32.56%
October 31, 2021 32.56%
September 30, 2021 32.56%
August 31, 2021 32.56%
July 31, 2021 32.56%
June 30, 2021 32.56%
May 31, 2021 32.56%
April 30, 2021 32.56%
March 31, 2021 32.56%
February 28, 2021 32.56%
January 31, 2021 32.56%
December 31, 2020 32.56%
November 30, 2020 32.56%
October 31, 2020 32.56%
September 30, 2020 32.56%
August 31, 2020 32.56%
July 31, 2020 32.56%
June 30, 2020 32.56%
May 31, 2020 32.56%
April 30, 2020 32.56%
March 31, 2020 32.56%
February 29, 2020 19.18%
January 31, 2020 19.18%
December 31, 2019 19.18%
Date Value
November 30, 2019 19.18%
October 31, 2019 19.18%
September 30, 2019 19.18%
August 31, 2019 19.18%
July 31, 2019 19.18%
June 30, 2019 19.18%
May 31, 2019 19.18%
April 30, 2019 19.18%
March 31, 2019 19.18%
February 28, 2019 19.18%
January 31, 2019 19.18%
December 31, 2018 19.18%
November 30, 2018 16.25%
October 31, 2018 16.25%
September 30, 2018 16.25%
August 31, 2018 16.25%
July 31, 2018 16.25%
June 30, 2018 16.25%
May 31, 2018 16.25%
April 30, 2018 16.25%
March 31, 2018 16.25%
February 28, 2018 16.25%
January 31, 2018 16.25%
December 31, 2017 16.25%
November 30, 2017 16.25%

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

16.25%
Minimum
Jan 2017
32.56%
Maximum
Mar 2020
22.96%
Average
19.18%
Median
Dec 2018