Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 23.31%
November 30, 2021 23.31%
October 31, 2021 23.31%
September 30, 2021 23.31%
August 31, 2021 23.31%
July 31, 2021 23.31%
June 30, 2021 23.31%
May 31, 2021 23.31%
April 30, 2021 23.31%
March 31, 2021 23.31%
February 28, 2021 23.31%
January 31, 2021 23.31%
December 31, 2020 23.31%
November 30, 2020 23.31%
October 31, 2020 23.31%
September 30, 2020 23.31%
August 31, 2020 23.31%
July 31, 2020 23.31%
June 30, 2020 23.31%
May 31, 2020 23.31%
April 30, 2020 23.31%
March 31, 2020 23.31%
February 29, 2020 13.04%
January 31, 2020 13.04%
December 31, 2019 13.04%
Date Value
November 30, 2019 13.04%
October 31, 2019 13.04%
September 30, 2019 13.04%
August 31, 2019 13.04%
July 31, 2019 13.04%
June 30, 2019 13.04%
May 31, 2019 13.04%
April 30, 2019 13.04%
March 31, 2019 13.04%
February 28, 2019 13.04%
January 31, 2019 13.04%
December 31, 2018 13.04%
November 30, 2018 12.38%
October 31, 2018 12.38%
September 30, 2018 12.38%
August 31, 2018 12.38%
July 31, 2018 12.38%
June 30, 2018 12.38%
May 31, 2018 12.38%
April 30, 2018 12.38%
March 31, 2018 12.38%
February 28, 2018 12.38%
January 31, 2018 12.38%
December 31, 2017 12.38%
November 30, 2017 12.38%

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

12.38%
Minimum
Jan 2017
23.31%
Maximum
Mar 2020
16.55%
Average
13.04%
Median
Dec 2018