Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 33.46%
November 30, 2021 33.46%
October 31, 2021 33.46%
September 30, 2021 33.46%
August 31, 2021 33.46%
July 31, 2021 33.46%
June 30, 2021 33.46%
May 31, 2021 33.46%
April 30, 2021 33.46%
March 31, 2021 33.46%
February 28, 2021 33.46%
January 31, 2021 33.46%
December 31, 2020 33.46%
November 30, 2020 33.46%
October 31, 2020 33.46%
September 30, 2020 33.46%
August 31, 2020 33.46%
July 31, 2020 33.46%
June 30, 2020 33.46%
May 31, 2020 33.46%
April 30, 2020 33.46%
March 31, 2020 33.46%
February 29, 2020 19.10%
January 31, 2020 19.10%
December 31, 2019 19.10%
Date Value
November 30, 2019 19.10%
October 31, 2019 19.10%
September 30, 2019 19.10%
August 31, 2019 19.10%
July 31, 2019 19.10%
June 30, 2019 19.10%
May 31, 2019 19.10%
April 30, 2019 19.10%
March 31, 2019 19.10%
February 28, 2019 19.10%
January 31, 2019 19.10%
December 31, 2018 19.10%
November 30, 2018 16.85%
October 31, 2018 16.85%
September 30, 2018 16.85%
August 31, 2018 16.85%
July 31, 2018 16.85%
June 30, 2018 16.85%
May 31, 2018 16.85%
April 30, 2018 16.85%
March 31, 2018 16.85%
February 28, 2018 16.85%
January 31, 2018 16.85%
December 31, 2017 16.85%
November 30, 2017 16.85%

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

16.85%
Minimum
Jan 2017
33.46%
Maximum
Mar 2020
23.50%
Average
19.10%
Median
Dec 2018

Max Drawdown (5Y) Related Metrics