Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 58.79%
November 30, 2021 58.79%
October 31, 2021 58.79%
September 30, 2021 58.79%
August 31, 2021 58.79%
July 31, 2021 58.79%
June 30, 2021 58.79%
May 31, 2021 58.79%
April 30, 2021 58.79%
March 31, 2021 58.79%
February 28, 2021 58.79%
January 31, 2021 58.79%
December 31, 2020 58.79%
November 30, 2020 58.79%
October 31, 2020 58.79%
September 30, 2020 58.79%
August 31, 2020 58.79%
July 31, 2020 58.79%
June 30, 2020 58.79%
May 31, 2020 58.79%
April 30, 2020 58.79%
March 31, 2020 58.79%
February 29, 2020 27.98%
January 31, 2020 27.98%
December 31, 2019 27.98%
Date Value
November 30, 2019 27.98%
October 31, 2019 27.98%
September 30, 2019 27.98%
August 31, 2019 27.98%
July 31, 2019 27.98%
June 30, 2019 27.98%
May 31, 2019 27.98%
April 30, 2019 27.98%
March 31, 2019 27.98%
February 28, 2019 27.98%
January 31, 2019 27.98%
December 31, 2018 27.98%
November 30, 2018 23.57%
October 31, 2018 23.57%
September 30, 2018 23.57%
August 31, 2018 23.57%
July 31, 2018 23.57%
June 30, 2018 23.57%
May 31, 2018 23.57%
April 30, 2018 23.57%
March 31, 2018 23.57%
February 28, 2018 23.57%
January 31, 2018 23.57%
December 31, 2017 23.57%
November 30, 2017 23.57%

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

23.57%
Minimum
Jan 2017
58.79%
Maximum
Mar 2020
37.59%
Average
27.98%
Median
Dec 2018