Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 45.75%
November 30, 2021 45.75%
October 31, 2021 45.75%
September 30, 2021 45.75%
August 31, 2021 45.75%
July 31, 2021 45.75%
June 30, 2021 45.75%
May 31, 2021 45.75%
April 30, 2021 45.75%
March 31, 2021 45.75%
February 28, 2021 45.75%
January 31, 2021 45.75%
December 31, 2020 45.75%
November 30, 2020 45.75%
October 31, 2020 45.75%
September 30, 2020 45.75%
August 31, 2020 45.75%
July 31, 2020 45.75%
June 30, 2020 45.75%
May 31, 2020 45.75%
April 30, 2020 45.75%
March 31, 2020 45.75%
February 29, 2020 19.14%
January 31, 2020 19.14%
December 31, 2019 19.14%
Date Value
November 30, 2019 19.14%
October 31, 2019 19.14%
September 30, 2019 19.14%
August 31, 2019 19.14%
July 31, 2019 19.14%
June 30, 2019 19.14%
May 31, 2019 19.14%
April 30, 2019 19.14%
March 31, 2019 19.14%
February 28, 2019 19.14%
January 31, 2019 19.14%
December 31, 2018 19.14%
November 30, 2018 20.59%
October 31, 2018 24.88%
September 30, 2018 26.56%
August 31, 2018 26.56%
July 31, 2018 26.56%
June 30, 2018 28.79%
May 31, 2018 28.79%
April 30, 2018 28.79%
March 31, 2018 28.79%
February 28, 2018 28.79%
January 31, 2018 28.79%
December 31, 2017 28.79%
November 30, 2017 28.79%

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

19.14%
Minimum
Dec 2018
45.75%
Maximum
Mar 2020
32.28%
Average
28.79%
Median
Jan 2017