Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 40.29%
November 30, 2021 40.06%
October 31, 2021 40.06%
September 30, 2021 40.06%
August 31, 2021 40.06%
July 31, 2021 40.06%
June 30, 2021 40.06%
May 31, 2021 40.06%
April 30, 2021 40.06%
March 31, 2021 40.06%
February 28, 2021 40.06%
January 31, 2021 40.06%
December 31, 2020 40.06%
November 30, 2020 40.06%
October 31, 2020 40.06%
September 30, 2020 40.06%
August 31, 2020 40.06%
July 31, 2020 40.06%
June 30, 2020 40.06%
May 31, 2020 40.06%
April 30, 2020 40.06%
March 31, 2020 40.06%
February 29, 2020 38.33%
January 31, 2020 38.33%
December 31, 2019 38.33%
Date Value
November 30, 2019 38.33%
October 31, 2019 38.33%
September 30, 2019 38.33%
August 31, 2019 38.33%
July 31, 2019 38.33%
June 30, 2019 38.33%
May 31, 2019 38.33%
April 30, 2019 38.33%
March 31, 2019 38.33%
February 28, 2019 38.33%
January 31, 2019 38.33%
December 31, 2018 38.33%
November 30, 2018 38.33%
October 31, 2018 38.33%
September 30, 2018 38.33%
August 31, 2018 38.33%
July 31, 2018 38.33%
June 30, 2018 38.33%
May 31, 2018 38.33%
April 30, 2018 38.33%
March 31, 2018 38.33%
February 28, 2018 38.33%
January 31, 2018 38.33%
December 31, 2017 38.33%
November 30, 2017 38.33%

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

38.33%
Minimum
Jan 2017
40.29%
Maximum
Dec 2021
38.97%
Average
38.33%
Median
Jan 2017