Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 42.26%
November 30, 2021 42.26%
October 31, 2021 42.26%
September 30, 2021 42.26%
August 31, 2021 42.26%
July 31, 2021 42.26%
June 30, 2021 42.26%
May 31, 2021 42.26%
April 30, 2021 42.26%
March 31, 2021 42.26%
February 28, 2021 42.26%
January 31, 2021 42.26%
December 31, 2020 42.26%
November 30, 2020 42.26%
October 31, 2020 42.26%
September 30, 2020 42.26%
August 31, 2020 42.26%
July 31, 2020 42.26%
June 30, 2020 42.26%
May 31, 2020 42.26%
April 30, 2020 42.26%
March 31, 2020 42.26%
February 29, 2020 25.30%
January 31, 2020 25.30%
December 31, 2019 25.30%
Date Value
November 30, 2019 25.30%
October 31, 2019 25.30%
September 30, 2019 25.30%
August 31, 2019 25.30%
July 31, 2019 25.30%
June 30, 2019 25.30%
May 31, 2019 25.30%
April 30, 2019 25.30%
March 31, 2019 25.30%
February 28, 2019 25.30%
January 31, 2019 25.30%
December 31, 2018 25.30%
November 30, 2018 24.11%
October 31, 2018 24.11%
September 30, 2018 24.11%
August 31, 2018 24.11%
July 31, 2018 24.11%
June 30, 2018 24.11%
May 31, 2018 24.11%
April 30, 2018 24.11%
March 31, 2018 24.11%
February 28, 2018 24.11%
January 31, 2018 24.11%
December 31, 2017 24.11%
November 30, 2017 24.11%

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

24.11%
Minimum
Jun 2017
42.26%
Maximum
Mar 2020
31.36%
Average
25.30%
Median
Dec 2018