Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 33.16%
November 30, 2021 33.16%
October 31, 2021 33.16%
September 30, 2021 33.16%
August 31, 2021 33.16%
July 31, 2021 33.16%
June 30, 2021 33.16%
May 31, 2021 33.16%
April 30, 2021 33.16%
March 31, 2021 33.16%
February 28, 2021 33.16%
January 31, 2021 33.16%
December 31, 2020 33.16%
November 30, 2020 33.16%
October 31, 2020 33.16%
September 30, 2020 33.16%
August 31, 2020 33.16%
July 31, 2020 33.16%
June 30, 2020 33.16%
May 31, 2020 33.16%
April 30, 2020 33.16%
March 31, 2020 33.16%
February 29, 2020 21.40%
January 31, 2020 21.40%
December 31, 2019 21.40%
Date Value
November 30, 2019 21.40%
October 31, 2019 21.40%
September 30, 2019 21.40%
August 31, 2019 21.40%
July 31, 2019 21.40%
June 30, 2019 21.40%
May 31, 2019 21.40%
April 30, 2019 21.40%
March 31, 2019 21.40%
February 28, 2019 21.40%
January 31, 2019 21.40%
December 31, 2018 21.40%
November 30, 2018 16.60%
October 31, 2018 16.60%
September 30, 2018 16.60%
August 31, 2018 16.60%
July 31, 2018 16.60%
June 30, 2018 16.60%
May 31, 2018 16.60%
April 30, 2018 16.60%
March 31, 2018 16.60%
February 28, 2018 16.60%
January 31, 2018 16.60%
December 31, 2017 16.60%
November 30, 2017 16.60%

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

16.60%
Minimum
Jan 2017
33.16%
Maximum
Mar 2020
23.87%
Average
21.40%
Median
Dec 2018