Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 35.09%
November 30, 2021 35.09%
October 31, 2021 35.09%
September 30, 2021 35.09%
August 31, 2021 35.09%
July 31, 2021 35.09%
June 30, 2021 35.09%
May 31, 2021 35.09%
April 30, 2021 35.09%
March 31, 2021 35.09%
February 28, 2021 35.09%
January 31, 2021 35.09%
December 31, 2020 35.09%
November 30, 2020 35.09%
October 31, 2020 35.09%
September 30, 2020 35.09%
August 31, 2020 35.09%
July 31, 2020 35.09%
June 30, 2020 35.09%
May 31, 2020 35.09%
April 30, 2020 35.09%
March 31, 2020 35.09%
February 29, 2020 20.73%
January 31, 2020 20.73%
December 31, 2019 20.73%
Date Value
November 30, 2019 20.73%
October 31, 2019 20.73%
September 30, 2019 20.73%
August 31, 2019 20.73%
July 31, 2019 20.73%
June 30, 2019 20.73%
May 31, 2019 20.73%
April 30, 2019 20.73%
March 31, 2019 20.73%
February 28, 2019 20.73%
January 31, 2019 20.73%
December 31, 2018 20.73%
November 30, 2018 20.73%
October 31, 2018 20.73%
September 30, 2018 20.73%
August 31, 2018 20.73%
July 31, 2018 20.73%
June 30, 2018 20.73%
May 31, 2018 20.73%
April 30, 2018 20.73%
March 31, 2018 20.73%
February 28, 2018 20.73%
January 31, 2018 20.73%
December 31, 2017 20.73%
November 30, 2017 20.73%

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

20.73%
Minimum
Jan 2017
35.09%
Maximum
Mar 2020
26.00%
Average
20.73%
Median
Jan 2017