Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 33.05%
November 30, 2021 33.05%
October 31, 2021 33.05%
September 30, 2021 33.05%
August 31, 2021 33.05%
July 31, 2021 33.05%
June 30, 2021 33.05%
May 31, 2021 33.05%
April 30, 2021 33.05%
March 31, 2021 33.05%
February 28, 2021 33.05%
January 31, 2021 33.05%
December 31, 2020 33.05%
November 30, 2020 33.05%
October 31, 2020 33.05%
September 30, 2020 33.05%
August 31, 2020 33.05%
July 31, 2020 33.05%
June 30, 2020 33.05%
May 31, 2020 33.05%
April 30, 2020 33.05%
March 31, 2020 33.05%
February 29, 2020 13.73%
January 31, 2020 13.73%
December 31, 2019 13.73%
Date Value
November 30, 2019 13.73%
October 31, 2019 13.73%
September 30, 2019 13.73%
August 31, 2019 13.73%
July 31, 2019 13.73%
June 30, 2019 13.73%
May 31, 2019 13.73%
April 30, 2019 13.73%
March 31, 2019 13.73%
February 28, 2019 13.73%
January 31, 2019 13.73%
December 31, 2018 13.73%
November 30, 2018 10.78%
October 31, 2018 10.78%
September 30, 2018 10.78%
August 31, 2018 10.78%
July 31, 2018 10.78%
June 30, 2018 10.78%
May 31, 2018 10.78%
April 30, 2018 10.78%
March 31, 2018 10.78%
February 28, 2018 10.78%
January 31, 2018 10.78%
December 31, 2017 10.78%
November 30, 2017 10.78%

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

10.78%
Minimum
Jan 2017
33.05%
Maximum
Mar 2020
19.68%
Average
13.73%
Median
Dec 2018