Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 31.08%
November 30, 2021 31.08%
October 31, 2021 31.08%
September 30, 2021 31.08%
August 31, 2021 31.08%
July 31, 2021 31.08%
June 30, 2021 31.08%
May 31, 2021 31.08%
April 30, 2021 31.08%
March 31, 2021 31.08%
February 28, 2021 31.08%
January 31, 2021 31.08%
December 31, 2020 31.08%
November 30, 2020 31.08%
October 31, 2020 31.08%
September 30, 2020 31.08%
August 31, 2020 31.08%
July 31, 2020 31.08%
June 30, 2020 31.08%
May 31, 2020 31.08%
April 30, 2020 31.08%
March 31, 2020 31.08%
February 29, 2020 20.05%
January 31, 2020 20.05%
December 31, 2019 20.05%
Date Value
November 30, 2019 20.05%
October 31, 2019 20.05%
September 30, 2019 20.05%
August 31, 2019 20.05%
July 31, 2019 20.05%
June 30, 2019 20.05%
May 31, 2019 20.05%
April 30, 2019 20.05%
March 31, 2019 20.05%
February 28, 2019 20.05%
January 31, 2019 20.05%
December 31, 2018 20.05%
November 30, 2018 17.25%
October 31, 2018 17.25%
September 30, 2018 17.25%
August 31, 2018 17.25%
July 31, 2018 17.25%
June 30, 2018 17.25%
May 31, 2018 17.25%
April 30, 2018 17.25%
March 31, 2018 17.25%
February 28, 2018 17.25%
January 31, 2018 17.25%
December 31, 2017 17.25%
November 30, 2017 17.25%

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

17.25%
Minimum
Jan 2017
31.08%
Maximum
Mar 2020
23.02%
Average
20.05%
Median
Dec 2018