Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 58.62%
November 30, 2021 58.62%
October 31, 2021 58.62%
September 30, 2021 58.62%
August 31, 2021 58.62%
July 31, 2021 58.62%
June 30, 2021 58.62%
May 31, 2021 58.62%
April 30, 2021 58.62%
March 31, 2021 58.62%
February 28, 2021 58.62%
January 31, 2021 58.62%
December 31, 2020 58.62%
November 30, 2020 58.62%
October 31, 2020 58.62%
September 30, 2020 58.62%
August 31, 2020 58.62%
July 31, 2020 58.62%
June 30, 2020 58.62%
May 31, 2020 58.62%
April 30, 2020 58.62%
March 31, 2020 58.62%
February 29, 2020 27.89%
January 31, 2020 27.89%
December 31, 2019 27.89%
Date Value
November 30, 2019 27.89%
October 31, 2019 27.89%
September 30, 2019 27.89%
August 31, 2019 27.89%
July 31, 2019 27.89%
June 30, 2019 27.89%
May 31, 2019 27.89%
April 30, 2019 27.89%
March 31, 2019 27.89%
February 28, 2019 27.89%
January 31, 2019 27.89%
December 31, 2018 27.89%
November 30, 2018 23.41%
October 31, 2018 23.41%
September 30, 2018 23.41%
August 31, 2018 23.41%
July 31, 2018 23.41%
June 30, 2018 23.41%
May 31, 2018 23.41%
April 30, 2018 23.41%
March 31, 2018 23.41%
February 28, 2018 23.41%
January 31, 2018 23.41%
December 31, 2017 23.41%
November 30, 2017 23.41%

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

23.41%
Minimum
Jan 2017
58.62%
Maximum
Mar 2020
37.44%
Average
27.89%
Median
Dec 2018