Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 22.23%
November 30, 2021 22.23%
October 31, 2021 22.23%
September 30, 2021 22.23%
August 31, 2021 22.23%
July 31, 2021 22.23%
June 30, 2021 22.23%
May 31, 2021 22.23%
April 30, 2021 22.23%
March 31, 2021 22.23%
February 28, 2021 22.23%
January 31, 2021 22.23%
December 31, 2020 22.23%
November 30, 2020 22.23%
October 31, 2020 22.23%
September 30, 2020 22.23%
August 31, 2020 22.23%
July 31, 2020 22.23%
June 30, 2020 22.23%
May 31, 2020 22.23%
April 30, 2020 22.23%
March 31, 2020 22.23%
February 29, 2020 10.46%
January 31, 2020 10.46%
December 31, 2019 10.46%
Date Value
November 30, 2019 10.46%
October 31, 2019 10.46%
September 30, 2019 10.46%
August 31, 2019 10.46%
July 31, 2019 10.46%
June 30, 2019 10.46%
May 31, 2019 10.46%
April 30, 2019 10.46%
March 31, 2019 10.46%
February 28, 2019 10.46%
January 31, 2019 10.46%
December 31, 2018 10.46%
November 30, 2018 7.40%
October 31, 2018 7.40%
September 30, 2018 7.40%
August 31, 2018 7.40%
July 31, 2018 7.40%
June 30, 2018 7.40%
May 31, 2018 7.40%
April 30, 2018 7.40%
March 31, 2018 7.40%
February 28, 2018 7.40%
January 31, 2018 7.40%
December 31, 2017 7.40%
November 30, 2017 7.40%

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

7.40%
Minimum
Jan 2017
22.23%
Maximum
Mar 2020
13.60%
Average
10.46%
Median
Dec 2018