Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 31.12%
November 30, 2021 31.12%
October 31, 2021 31.12%
September 30, 2021 31.12%
August 31, 2021 31.12%
July 31, 2021 31.12%
June 30, 2021 31.12%
May 31, 2021 31.12%
April 30, 2021 31.12%
March 31, 2021 31.12%
February 28, 2021 31.12%
January 31, 2021 31.12%
December 31, 2020 31.12%
November 30, 2020 31.12%
October 31, 2020 31.12%
September 30, 2020 31.12%
August 31, 2020 31.12%
July 31, 2020 31.12%
June 30, 2020 31.12%
May 31, 2020 31.12%
April 30, 2020 31.12%
March 31, 2020 31.12%
February 29, 2020 18.72%
January 31, 2020 18.72%
December 31, 2019 18.72%
Date Value
November 30, 2019 18.72%
October 31, 2019 18.72%
September 30, 2019 18.72%
August 31, 2019 18.72%
July 31, 2019 18.72%
June 30, 2019 18.72%
May 31, 2019 18.72%
April 30, 2019 18.72%
March 31, 2019 18.72%
February 28, 2019 18.72%
January 31, 2019 18.72%
December 31, 2018 18.72%
November 30, 2018 14.44%
October 31, 2018 14.44%
September 30, 2018 14.44%
August 31, 2018 14.44%
July 31, 2018 14.44%
June 30, 2018 14.44%
May 31, 2018 14.44%
April 30, 2018 14.44%
March 31, 2018 14.44%
February 28, 2018 14.44%
January 31, 2018 14.44%
December 31, 2017 14.44%
November 30, 2017 14.44%

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

14.44%
Minimum
Apr 2017
31.12%
Maximum
Mar 2020
21.72%
Average
18.72%
Median
Dec 2018