Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 34.62%
November 30, 2021 34.62%
October 31, 2021 34.62%
September 30, 2021 34.62%
August 31, 2021 34.62%
July 31, 2021 34.62%
June 30, 2021 34.62%
May 31, 2021 34.62%
April 30, 2021 34.62%
March 31, 2021 34.62%
February 28, 2021 34.62%
January 31, 2021 34.62%
December 31, 2020 34.62%
November 30, 2020 34.62%
October 31, 2020 34.62%
September 30, 2020 34.62%
August 31, 2020 34.62%
July 31, 2020 34.62%
June 30, 2020 34.62%
May 31, 2020 34.62%
April 30, 2020 34.62%
March 31, 2020 34.62%
February 29, 2020 20.88%
January 31, 2020 20.88%
December 31, 2019 20.88%
Date Value
November 30, 2019 20.88%
October 31, 2019 20.88%
September 30, 2019 20.88%
August 31, 2019 20.88%
July 31, 2019 20.88%
June 30, 2019 20.88%
May 31, 2019 20.88%
April 30, 2019 20.88%
March 31, 2019 20.88%
February 28, 2019 20.88%
January 31, 2019 20.88%
December 31, 2018 20.88%
November 30, 2018 19.22%
October 31, 2018 19.22%
September 30, 2018 19.22%
August 31, 2018 19.22%
July 31, 2018 19.22%
June 30, 2018 19.22%
May 31, 2018 19.22%
April 30, 2018 19.22%
March 31, 2018 19.22%
February 28, 2018 19.22%
January 31, 2018 19.22%
December 31, 2017 19.22%
November 30, 2017 19.22%

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

19.22%
Minimum
Apr 2017
34.62%
Maximum
Mar 2020
25.30%
Average
20.88%
Median
Dec 2018