Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 39.29%
November 30, 2021 39.29%
October 31, 2021 39.29%
September 30, 2021 39.29%
August 31, 2021 39.29%
July 31, 2021 39.29%
June 30, 2021 39.29%
May 31, 2021 39.29%
April 30, 2021 39.29%
March 31, 2021 39.29%
February 28, 2021 39.29%
January 31, 2021 39.29%
December 31, 2020 39.29%
November 30, 2020 39.29%
October 31, 2020 39.29%
September 30, 2020 39.29%
August 31, 2020 39.29%
July 31, 2020 39.29%
June 30, 2020 39.29%
May 31, 2020 39.29%
April 30, 2020 39.29%
March 31, 2020 39.29%
February 29, 2020 18.22%
January 31, 2020 18.22%
December 31, 2019 18.22%
Date Value
November 30, 2019 18.22%
October 31, 2019 18.22%
September 30, 2019 18.22%
August 31, 2019 18.22%
July 31, 2019 18.22%
June 30, 2019 18.22%
May 31, 2019 18.22%
April 30, 2019 18.22%
March 31, 2019 18.22%
February 28, 2019 18.22%
January 31, 2019 18.22%
December 31, 2018 18.22%
November 30, 2018 17.92%
October 31, 2018 17.92%
September 30, 2018 17.92%
August 31, 2018 17.92%
July 31, 2018 17.92%
June 30, 2018 17.92%
May 31, 2018 17.92%
April 30, 2018 17.92%
March 31, 2018 17.92%
February 28, 2018 17.92%
January 31, 2018 17.92%
December 31, 2017 17.92%
November 30, 2017 17.92%

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

17.92%
Minimum
Jan 2017
39.29%
Maximum
Mar 2020
25.83%
Average
18.22%
Median
Dec 2018