Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 10.21%
November 30, 2021 10.21%
October 31, 2021 10.21%
September 30, 2021 10.21%
August 31, 2021 10.21%
July 31, 2021 10.21%
June 30, 2021 10.21%
May 31, 2021 10.21%
April 30, 2021 10.21%
March 31, 2021 10.21%
February 28, 2021 10.21%
January 31, 2021 10.21%
December 31, 2020 10.21%
November 30, 2020 10.21%
October 31, 2020 10.21%
September 30, 2020 10.21%
August 31, 2020 10.21%
July 31, 2020 10.21%
June 30, 2020 10.21%
May 31, 2020 10.21%
April 30, 2020 10.21%
March 31, 2020 10.21%
February 29, 2020 3.95%
January 31, 2020 3.95%
December 31, 2019 3.95%
Date Value
November 30, 2019 3.95%
October 31, 2019 3.95%
September 30, 2019 3.95%
August 31, 2019 3.95%
July 31, 2019 3.95%
June 30, 2019 3.95%
May 31, 2019 3.95%
April 30, 2019 3.95%
March 31, 2019 3.95%
February 28, 2019 3.95%
January 31, 2019 3.95%
December 31, 2018 3.95%
November 30, 2018 3.95%
October 31, 2018 3.95%
September 30, 2018 3.95%
August 31, 2018 3.95%
July 31, 2018 3.95%
June 30, 2018 4.77%
May 31, 2018 4.77%
April 30, 2018 4.77%
March 31, 2018 4.77%
February 28, 2018 4.77%
January 31, 2018 4.77%
December 31, 2017 4.77%
November 30, 2017 4.77%

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

3.95%
Minimum
Jul 2018
10.21%
Maximum
Mar 2020
6.49%
Average
4.77%
Median
Jan 2017