Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 45.27%
November 30, 2021 45.27%
October 31, 2021 45.27%
September 30, 2021 45.27%
August 31, 2021 45.27%
July 31, 2021 45.27%
June 30, 2021 45.27%
May 31, 2021 45.27%
April 30, 2021 45.27%
March 31, 2021 45.27%
February 28, 2021 45.27%
January 31, 2021 45.27%
December 31, 2020 45.27%
November 30, 2020 45.27%
October 31, 2020 45.27%
September 30, 2020 45.27%
August 31, 2020 45.27%
July 31, 2020 45.27%
June 30, 2020 45.27%
May 31, 2020 45.27%
April 30, 2020 45.27%
March 31, 2020 45.27%
February 29, 2020 25.06%
January 31, 2020 25.06%
December 31, 2019 25.06%
Date Value
November 30, 2019 25.06%
October 31, 2019 25.06%
September 30, 2019 25.06%
August 31, 2019 25.06%
July 31, 2019 25.06%
June 30, 2019 25.06%
May 31, 2019 25.06%
April 30, 2019 25.06%
March 31, 2019 25.06%
February 28, 2019 25.06%
January 31, 2019 25.06%
December 31, 2018 25.06%
November 30, 2018 23.13%
October 31, 2018 23.13%
September 30, 2018 23.13%
August 31, 2018 23.13%
July 31, 2018 23.13%
June 30, 2018 23.13%
May 31, 2018 23.13%
April 30, 2018 23.13%
March 31, 2018 23.13%
February 28, 2018 23.13%
January 31, 2018 23.13%
December 31, 2017 23.13%
November 30, 2017 23.13%

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

23.13%
Minimum
Jan 2017
45.27%
Maximum
Mar 2020
31.73%
Average
25.06%
Median
Dec 2018