Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 44.95%
November 30, 2021 44.95%
October 31, 2021 44.95%
September 30, 2021 44.95%
August 31, 2021 44.95%
July 31, 2021 44.95%
June 30, 2021 44.95%
May 31, 2021 44.95%
April 30, 2021 44.95%
March 31, 2021 44.95%
February 28, 2021 44.95%
January 31, 2021 44.95%
December 31, 2020 44.95%
November 30, 2020 44.95%
October 31, 2020 44.95%
September 30, 2020 44.95%
August 31, 2020 44.95%
July 31, 2020 44.95%
June 30, 2020 44.95%
May 31, 2020 44.95%
April 30, 2020 44.95%
March 31, 2020 44.95%
February 29, 2020 27.52%
January 31, 2020 27.52%
December 31, 2019 27.52%
Date Value
November 30, 2019 27.52%
October 31, 2019 27.52%
September 30, 2019 27.52%
August 31, 2019 27.52%
July 31, 2019 27.52%
June 30, 2019 27.52%
May 31, 2019 27.52%
April 30, 2019 27.52%
March 31, 2019 27.52%
February 28, 2019 27.52%
January 31, 2019 27.52%
December 31, 2018 27.52%
November 30, 2018 20.46%
October 31, 2018 20.46%
September 30, 2018 20.46%
August 31, 2018 20.46%
July 31, 2018 20.46%
June 30, 2018 20.46%
May 31, 2018 20.46%
April 30, 2018 20.46%
March 31, 2018 20.46%
February 28, 2018 20.46%
January 31, 2018 20.46%
December 31, 2017 20.46%
November 30, 2017 20.46%

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

20.46%
Minimum
Jan 2017
44.95%
Maximum
Mar 2020
31.20%
Average
27.52%
Median
Dec 2018