Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 45.57%
November 30, 2021 45.57%
October 31, 2021 45.57%
September 30, 2021 45.57%
August 31, 2021 45.57%
July 31, 2021 45.57%
June 30, 2021 45.57%
May 31, 2021 45.57%
April 30, 2021 45.57%
March 31, 2021 45.57%
February 28, 2021 45.57%
January 31, 2021 45.57%
December 31, 2020 45.57%
November 30, 2020 45.57%
October 31, 2020 45.57%
September 30, 2020 45.57%
August 31, 2020 45.57%
July 31, 2020 45.57%
June 30, 2020 45.57%
May 31, 2020 45.57%
April 30, 2020 45.57%
March 31, 2020 45.57%
February 29, 2020 26.35%
January 31, 2020 26.35%
December 31, 2019 26.35%
Date Value
November 30, 2019 26.35%
October 31, 2019 26.35%
September 30, 2019 26.35%
August 31, 2019 26.35%
July 31, 2019 26.35%
June 30, 2019 26.35%
May 31, 2019 26.35%
April 30, 2019 26.35%
March 31, 2019 26.35%
February 28, 2019 26.35%
January 31, 2019 26.35%
December 31, 2018 26.35%
November 30, 2018 23.32%
October 31, 2018 23.32%
September 30, 2018 23.32%
August 31, 2018 23.32%
July 31, 2018 23.32%
June 30, 2018 23.32%
May 31, 2018 23.32%
April 30, 2018 23.32%
March 31, 2018 23.32%
February 28, 2018 23.32%
January 31, 2018 23.32%
December 31, 2017 23.32%
November 30, 2017 23.32%

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

23.32%
Minimum
Jan 2017
45.57%
Maximum
Mar 2020
32.24%
Average
26.35%
Median
Dec 2018