Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 41.82%
November 30, 2021 41.82%
October 31, 2021 41.82%
September 30, 2021 41.82%
August 31, 2021 41.82%
July 31, 2021 41.82%
June 30, 2021 41.82%
May 31, 2021 41.82%
April 30, 2021 41.82%
March 31, 2021 41.82%
February 28, 2021 41.82%
January 31, 2021 41.82%
December 31, 2020 41.82%
November 30, 2020 41.82%
October 31, 2020 41.82%
September 30, 2020 41.82%
August 31, 2020 41.82%
July 31, 2020 41.82%
June 30, 2020 41.82%
May 31, 2020 41.82%
April 30, 2020 41.82%
March 31, 2020 41.82%
February 29, 2020 26.91%
January 31, 2020 26.91%
December 31, 2019 26.91%
Date Value
November 30, 2019 26.91%
October 31, 2019 26.91%
September 30, 2019 26.91%
August 31, 2019 26.91%
July 31, 2019 26.91%
June 30, 2019 26.91%
May 31, 2019 26.91%
April 30, 2019 26.91%
March 31, 2019 26.91%
February 28, 2019 26.91%
January 31, 2019 26.91%
December 31, 2018 26.91%
November 30, 2018 25.67%
October 31, 2018 25.67%
September 30, 2018 25.67%
August 31, 2018 25.67%
July 31, 2018 25.67%
June 30, 2018 25.67%
May 31, 2018 25.67%
April 30, 2018 25.67%
March 31, 2018 25.67%
February 28, 2018 25.67%
January 31, 2018 25.67%
December 31, 2017 25.67%
November 30, 2017 25.67%

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

25.67%
Minimum
Jan 2017
41.82%
Maximum
Mar 2020
31.91%
Average
26.91%
Median
Dec 2018