Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 37.03%
November 30, 2021 37.03%
October 31, 2021 37.03%
September 30, 2021 37.03%
August 31, 2021 37.03%
July 31, 2021 37.03%
June 30, 2021 37.03%
May 31, 2021 37.03%
April 30, 2021 37.03%
March 31, 2021 37.03%
February 28, 2021 37.03%
January 31, 2021 37.03%
December 31, 2020 37.03%
November 30, 2020 37.03%
October 31, 2020 37.03%
September 30, 2020 37.03%
August 31, 2020 37.03%
July 31, 2020 37.03%
June 30, 2020 37.03%
May 31, 2020 37.03%
April 30, 2020 37.03%
March 31, 2020 37.03%
February 29, 2020 24.86%
January 31, 2020 24.86%
December 31, 2019 24.86%
Date Value
November 30, 2019 24.86%
October 31, 2019 24.86%
September 30, 2019 24.86%
August 31, 2019 24.86%
July 31, 2019 24.86%
June 30, 2019 24.86%
May 31, 2019 24.86%
April 30, 2019 24.86%
March 31, 2019 24.86%
February 28, 2019 24.86%
January 31, 2019 24.86%
December 31, 2018 24.86%
November 30, 2018 20.00%
October 31, 2018 20.00%
September 30, 2018 20.00%
August 31, 2018 20.00%
July 31, 2018 20.00%
June 30, 2018 20.00%
May 31, 2018 20.00%
April 30, 2018 20.00%
March 31, 2018 20.00%
February 28, 2018 20.00%
January 31, 2018 20.00%
December 31, 2017 20.00%
November 30, 2017 20.00%

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

20.00%
Minimum
Apr 2017
37.03%
Maximum
Mar 2020
27.58%
Average
24.86%
Median
Dec 2018