Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 30.39%
November 30, 2021 30.39%
October 31, 2021 30.39%
September 30, 2021 30.39%
August 31, 2021 30.39%
July 31, 2021 30.39%
June 30, 2021 30.39%
May 31, 2021 30.39%
April 30, 2021 30.39%
March 31, 2021 30.39%
February 28, 2021 30.39%
January 31, 2021 30.39%
December 31, 2020 30.39%
November 30, 2020 30.39%
October 31, 2020 30.39%
September 30, 2020 30.39%
August 31, 2020 30.39%
July 31, 2020 30.39%
June 30, 2020 30.39%
May 31, 2020 30.39%
April 30, 2020 30.39%
March 31, 2020 30.39%
February 29, 2020 22.68%
January 31, 2020 22.68%
December 31, 2019 22.68%
Date Value
November 30, 2019 22.68%
October 31, 2019 22.68%
September 30, 2019 22.68%
August 31, 2019 22.68%
July 31, 2019 22.68%
June 30, 2019 22.68%
May 31, 2019 22.68%
April 30, 2019 22.68%
March 31, 2019 22.68%
February 28, 2019 22.68%
January 31, 2019 22.68%
December 31, 2018 22.68%
November 30, 2018 20.35%
October 31, 2018 20.35%
September 30, 2018 20.35%
August 31, 2018 20.35%
July 31, 2018 20.35%
June 30, 2018 20.35%
May 31, 2018 20.35%
April 30, 2018 20.35%
March 31, 2018 20.35%
February 28, 2018 20.35%
January 31, 2018 20.35%
December 31, 2017 20.35%
November 30, 2017 20.35%

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

20.35%
Minimum
Jan 2017
30.39%
Maximum
Mar 2020
24.61%
Average
22.68%
Median
Dec 2018