Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 58.51%
November 30, 2021 58.51%
October 31, 2021 58.51%
September 30, 2021 58.51%
August 31, 2021 58.51%
July 31, 2021 58.51%
June 30, 2021 58.51%
May 31, 2021 58.51%
April 30, 2021 58.51%
March 31, 2021 58.51%
February 28, 2021 58.51%
January 31, 2021 58.51%
December 31, 2020 58.51%
November 30, 2020 58.51%
October 31, 2020 58.51%
September 30, 2020 58.51%
August 31, 2020 58.51%
July 31, 2020 58.51%
June 30, 2020 58.51%
May 31, 2020 58.51%
April 30, 2020 58.51%
March 31, 2020 58.51%
February 29, 2020 27.88%
January 31, 2020 27.88%
December 31, 2019 27.88%
Date Value
November 30, 2019 27.88%
October 31, 2019 27.88%
September 30, 2019 27.88%
August 31, 2019 27.88%
July 31, 2019 27.88%
June 30, 2019 27.88%
May 31, 2019 27.88%
April 30, 2019 27.88%
March 31, 2019 27.88%
February 28, 2019 27.88%
January 31, 2019 27.88%
December 31, 2018 27.88%
November 30, 2018 23.41%
October 31, 2018 23.41%
September 30, 2018 23.41%
August 31, 2018 23.41%
July 31, 2018 23.41%
June 30, 2018 23.41%
May 31, 2018 23.41%
April 30, 2018 23.41%
March 31, 2018 23.41%
February 28, 2018 23.41%
January 31, 2018 23.41%
December 31, 2017 23.41%
November 30, 2017 23.41%

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

23.41%
Minimum
Jan 2017
58.51%
Maximum
Mar 2020
37.39%
Average
27.88%
Median
Dec 2018