Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 38.58%
November 30, 2021 38.58%
October 31, 2021 38.58%
September 30, 2021 38.58%
August 31, 2021 38.58%
July 31, 2021 38.58%
June 30, 2021 38.58%
May 31, 2021 38.58%
April 30, 2021 38.58%
March 31, 2021 38.58%
February 28, 2021 38.58%
January 31, 2021 38.58%
December 31, 2020 38.58%
November 30, 2020 38.58%
October 31, 2020 38.58%
September 30, 2020 38.58%
August 31, 2020 38.58%
July 31, 2020 38.58%
June 30, 2020 38.58%
May 31, 2020 38.58%
April 30, 2020 38.58%
March 31, 2020 38.58%
February 29, 2020 18.85%
January 31, 2020 18.85%
December 31, 2019 18.85%
Date Value
November 30, 2019 18.85%
October 31, 2019 18.85%
September 30, 2019 18.85%
August 31, 2019 18.85%
July 31, 2019 18.85%
June 30, 2019 18.85%
May 31, 2019 18.85%
April 30, 2019 18.85%
March 31, 2019 18.85%
February 28, 2019 18.85%
January 31, 2019 18.85%
December 31, 2018 18.85%
November 30, 2018 15.23%
October 31, 2018 15.23%
September 30, 2018 15.23%
August 31, 2018 15.23%
July 31, 2018 15.23%
June 30, 2018 15.23%
May 31, 2018 15.23%
April 30, 2018 15.23%
March 31, 2018 15.23%
February 28, 2018 15.23%
January 31, 2018 15.23%
December 31, 2017 15.23%
November 30, 2017 15.23%

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

15.23%
Minimum
Apr 2017
38.58%
Maximum
Mar 2020
24.73%
Average
18.85%
Median
Dec 2018