Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 38.07%
November 30, 2021 38.07%
October 31, 2021 38.07%
September 30, 2021 38.07%
August 31, 2021 38.07%
July 31, 2021 38.07%
June 30, 2021 38.07%
May 31, 2021 38.07%
April 30, 2021 38.07%
March 31, 2021 38.07%
February 28, 2021 38.07%
January 31, 2021 38.07%
December 31, 2020 38.07%
November 30, 2020 38.07%
October 31, 2020 38.07%
September 30, 2020 38.07%
August 31, 2020 38.07%
July 31, 2020 38.07%
June 30, 2020 38.07%
May 31, 2020 38.07%
April 30, 2020 38.07%
March 31, 2020 38.07%
February 29, 2020 20.44%
January 31, 2020 20.44%
December 31, 2019 20.44%
Date Value
November 30, 2019 20.44%
October 31, 2019 20.44%
September 30, 2019 20.44%
August 31, 2019 20.44%
July 31, 2019 20.44%
June 30, 2019 20.44%
May 31, 2019 20.44%
April 30, 2019 20.44%
March 31, 2019 20.44%
February 28, 2019 20.44%
January 31, 2019 20.44%
December 31, 2018 20.44%
November 30, 2018 16.63%
October 31, 2018 16.63%
September 30, 2018 16.63%
August 31, 2018 16.63%
July 31, 2018 16.63%
June 30, 2018 16.63%
May 31, 2018 16.63%
April 30, 2018 16.63%
March 31, 2018 16.63%
February 28, 2018 16.63%
January 31, 2018 16.63%
December 31, 2017 16.63%
November 30, 2017 16.63%

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

16.63%
Minimum
Jan 2017
38.07%
Maximum
Mar 2020
25.44%
Average
20.44%
Median
Dec 2018