Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 32.57%
November 30, 2021 32.57%
October 31, 2021 32.57%
September 30, 2021 32.57%
August 31, 2021 32.57%
July 31, 2021 32.57%
June 30, 2021 32.57%
May 31, 2021 32.57%
April 30, 2021 32.57%
March 31, 2021 32.57%
February 28, 2021 32.57%
January 31, 2021 32.57%
December 31, 2020 32.57%
November 30, 2020 32.57%
October 31, 2020 32.57%
September 30, 2020 32.57%
August 31, 2020 32.57%
July 31, 2020 32.57%
June 30, 2020 32.57%
May 31, 2020 32.57%
April 30, 2020 32.57%
March 31, 2020 32.57%
February 29, 2020 19.14%
January 31, 2020 19.14%
December 31, 2019 19.14%
Date Value
November 30, 2019 19.14%
October 31, 2019 19.14%
September 30, 2019 19.14%
August 31, 2019 19.14%
July 31, 2019 19.14%
June 30, 2019 19.14%
May 31, 2019 19.14%
April 30, 2019 19.14%
March 31, 2019 19.14%
February 28, 2019 19.14%
January 31, 2019 19.14%
December 31, 2018 19.14%
November 30, 2018 9.86%
October 31, 2018 9.42%
September 30, 2018 9.15%
August 31, 2018 9.15%
July 31, 2018 9.15%
June 30, 2018 9.15%
May 31, 2018 9.15%
April 30, 2018 9.15%
March 31, 2018 9.15%
February 28, 2018 9.15%
January 31, 2018 9.15%
December 31, 2017 10.10%
November 30, 2017 13.80%

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

9.15%
Minimum
Jan 2018
32.57%
Maximum
Mar 2020
21.97%
Average
19.14%
Median
Dec 2018

Max Drawdown (5Y) Related Metrics