Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 51.45%
November 30, 2021 51.45%
October 31, 2021 51.45%
September 30, 2021 51.45%
August 31, 2021 51.45%
July 31, 2021 51.45%
June 30, 2021 51.45%
May 31, 2021 51.45%
April 30, 2021 51.45%
March 31, 2021 51.45%
February 28, 2021 51.45%
January 31, 2021 51.45%
December 31, 2020 51.45%
November 30, 2020 51.45%
October 31, 2020 51.45%
September 30, 2020 51.45%
August 31, 2020 51.45%
July 31, 2020 51.45%
June 30, 2020 51.45%
May 31, 2020 51.45%
April 30, 2020 51.45%
March 31, 2020 51.45%
February 29, 2020 27.14%
January 31, 2020 27.14%
December 31, 2019 27.14%
Date Value
November 30, 2019 27.14%
October 31, 2019 27.14%
September 30, 2019 27.14%
August 31, 2019 27.14%
July 31, 2019 27.14%
June 30, 2019 27.14%
May 31, 2019 27.14%
April 30, 2019 27.14%
March 31, 2019 27.14%
February 28, 2019 27.14%
January 31, 2019 27.14%
December 31, 2018 27.14%
November 30, 2018 24.01%
October 31, 2018 24.01%
September 30, 2018 24.01%
August 31, 2018 24.01%
July 31, 2018 24.01%
June 30, 2018 24.01%
May 31, 2018 24.01%
April 30, 2018 24.01%
March 31, 2018 24.01%
February 28, 2018 24.01%
January 31, 2018 24.01%
December 31, 2017 24.01%
November 30, 2017 24.01%

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

24.01%
Minimum
Jan 2017
51.45%
Maximum
Mar 2020
34.86%
Average
27.14%
Median
Dec 2018