Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 52.14%
November 30, 2021 52.14%
October 31, 2021 52.14%
September 30, 2021 52.14%
August 31, 2021 52.14%
July 31, 2021 52.14%
June 30, 2021 52.14%
May 31, 2021 52.14%
April 30, 2021 52.14%
March 31, 2021 52.14%
February 28, 2021 52.14%
January 31, 2021 52.14%
December 31, 2020 52.14%
November 30, 2020 52.14%
October 31, 2020 52.14%
September 30, 2020 52.14%
August 31, 2020 52.14%
July 31, 2020 52.14%
June 30, 2020 52.14%
May 31, 2020 52.14%
April 30, 2020 52.14%
March 31, 2020 52.14%
February 29, 2020 27.67%
January 31, 2020 27.67%
December 31, 2019 27.67%
Date Value
November 30, 2019 27.67%
October 31, 2019 27.67%
September 30, 2019 27.67%
August 31, 2019 27.67%
July 31, 2019 27.67%
June 30, 2019 27.67%
May 31, 2019 27.67%
April 30, 2019 27.67%
March 31, 2019 27.67%
February 28, 2019 27.67%
January 31, 2019 27.67%
December 31, 2018 27.67%
November 30, 2018 26.50%
October 31, 2018 26.50%
September 30, 2018 26.50%
August 31, 2018 26.50%
July 31, 2018 26.50%
June 30, 2018 26.50%
May 31, 2018 26.50%
April 30, 2018 26.50%
March 31, 2018 26.50%
February 28, 2018 26.50%
January 31, 2018 26.50%
December 31, 2017 26.50%
November 30, 2017 26.50%

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

26.50%
Minimum
Jan 2017
52.14%
Maximum
Mar 2020
36.19%
Average
27.67%
Median
Dec 2018