Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 33.11%
November 30, 2021 33.11%
October 31, 2021 33.11%
September 30, 2021 33.11%
August 31, 2021 33.11%
July 31, 2021 33.11%
June 30, 2021 33.11%
May 31, 2021 33.11%
April 30, 2021 33.11%
March 31, 2021 33.11%
February 28, 2021 33.11%
January 31, 2021 33.11%
December 31, 2020 33.11%
November 30, 2020 33.11%
October 31, 2020 33.11%
September 30, 2020 33.11%
August 31, 2020 33.11%
July 31, 2020 33.11%
June 30, 2020 33.11%
May 31, 2020 33.11%
April 30, 2020 33.11%
March 31, 2020 33.11%
February 29, 2020 25.44%
January 31, 2020 25.44%
December 31, 2019 25.44%
Date Value
November 30, 2019 25.44%
October 31, 2019 25.44%
September 30, 2019 25.44%
August 31, 2019 25.44%
July 31, 2019 25.44%
June 30, 2019 25.44%
May 31, 2019 25.44%
April 30, 2019 25.44%
March 31, 2019 25.44%
February 28, 2019 25.44%
January 31, 2019 25.44%
December 31, 2018 25.44%
November 30, 2018 22.75%
October 31, 2018 22.75%
September 30, 2018 22.75%
August 31, 2018 22.75%
July 31, 2018 22.75%
June 30, 2018 22.75%
May 31, 2018 22.75%
April 30, 2018 22.75%
March 31, 2018 22.75%
February 28, 2018 22.75%
January 31, 2018 22.75%
December 31, 2017 22.75%
November 30, 2017 22.75%

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

22.75%
Minimum
Jan 2017
33.11%
Maximum
Mar 2020
27.22%
Average
25.44%
Median
Dec 2018