Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 48.85%
November 30, 2021 48.85%
October 31, 2021 48.85%
September 30, 2021 48.85%
August 31, 2021 48.85%
July 31, 2021 48.85%
June 30, 2021 48.85%
May 31, 2021 48.85%
April 30, 2021 48.85%
March 31, 2021 48.85%
February 28, 2021 48.85%
January 31, 2021 48.85%
December 31, 2020 48.85%
November 30, 2020 48.85%
October 31, 2020 48.85%
September 30, 2020 48.85%
August 31, 2020 48.85%
July 31, 2020 48.85%
June 30, 2020 48.85%
May 31, 2020 48.85%
April 30, 2020 48.85%
March 31, 2020 48.85%
February 29, 2020 29.76%
January 31, 2020 29.76%
December 31, 2019 29.76%
Date Value
November 30, 2019 29.76%
October 31, 2019 29.76%
September 30, 2019 29.76%
August 31, 2019 29.76%
July 31, 2019 29.76%
June 30, 2019 29.76%
May 31, 2019 29.76%
April 30, 2019 29.76%
March 31, 2019 29.76%
February 28, 2019 29.76%
January 31, 2019 29.76%
December 31, 2018 29.76%
November 30, 2018 24.79%
October 31, 2018 24.79%
September 30, 2018 15.27%
August 31, 2018 14.89%
July 31, 2018 13.00%
June 30, 2018 12.62%
May 31, 2018 8.99%
April 30, 2018 8.99%
March 31, 2018 8.99%
February 28, 2018 8.99%
January 31, 2018 3.16%
December 31, 2017 3.16%
November 30, 2017 3.16%

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

2.19%
Minimum
Jan 2017
48.85%
Maximum
Mar 2020
28.23%
Average
29.76%
Median
Dec 2018