Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 35.12%
November 30, 2021 35.12%
October 31, 2021 35.12%
September 30, 2021 35.12%
August 31, 2021 35.12%
July 31, 2021 35.12%
June 30, 2021 35.12%
May 31, 2021 35.12%
April 30, 2021 35.12%
March 31, 2021 35.12%
February 28, 2021 35.12%
January 31, 2021 35.12%
December 31, 2020 35.12%
November 30, 2020 35.12%
October 31, 2020 35.12%
September 30, 2020 35.12%
August 31, 2020 35.12%
July 31, 2020 35.12%
June 30, 2020 35.12%
May 31, 2020 35.12%
April 30, 2020 35.12%
March 31, 2020 35.12%
February 29, 2020 22.58%
January 31, 2020 22.58%
December 31, 2019 22.58%
Date Value
November 30, 2019 22.58%
October 31, 2019 22.58%
September 30, 2019 22.58%
August 31, 2019 22.58%
July 31, 2019 22.58%
June 30, 2019 22.58%
May 31, 2019 22.58%
April 30, 2019 22.58%
March 31, 2019 22.58%
February 28, 2019 22.58%
January 31, 2019 22.58%
December 31, 2018 22.58%
November 30, 2018 17.82%
October 31, 2018 17.82%
September 30, 2018 17.82%
August 31, 2018 17.82%
July 31, 2018 17.82%
June 30, 2018 17.82%
May 31, 2018 17.82%
April 30, 2018 17.82%
March 31, 2018 17.82%
February 28, 2018 17.82%
January 31, 2018 17.82%
December 31, 2017 17.82%
November 30, 2017 17.82%

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

17.82%
Minimum
Jan 2017
35.12%
Maximum
Mar 2020
25.35%
Average
22.58%
Median
Dec 2018