Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 33.15%
November 30, 2021 33.15%
October 31, 2021 33.15%
September 30, 2021 33.15%
August 31, 2021 33.15%
July 31, 2021 33.15%
June 30, 2021 33.15%
May 31, 2021 33.15%
April 30, 2021 33.15%
March 31, 2021 33.15%
February 28, 2021 33.15%
January 31, 2021 33.15%
December 31, 2020 33.15%
November 30, 2020 33.15%
October 31, 2020 33.15%
September 30, 2020 33.15%
August 31, 2020 33.15%
July 31, 2020 33.15%
June 30, 2020 33.15%
May 31, 2020 33.15%
April 30, 2020 33.15%
March 31, 2020 33.15%
February 29, 2020 21.17%
January 31, 2020 21.17%
December 31, 2019 21.17%
Date Value
November 30, 2019 21.17%
October 31, 2019 21.17%
September 30, 2019 21.17%
August 31, 2019 21.17%
July 31, 2019 21.17%
June 30, 2019 21.17%
May 31, 2019 21.17%
April 30, 2019 21.17%
March 31, 2019 21.17%
February 28, 2019 21.17%
January 31, 2019 21.17%
December 31, 2018 21.17%
November 30, 2018 16.16%
October 31, 2018 16.16%
September 30, 2018 16.16%
August 31, 2018 16.16%
July 31, 2018 16.16%
June 30, 2018 16.16%
May 31, 2018 16.16%
April 30, 2018 16.16%
March 31, 2018 16.16%
February 28, 2018 16.16%
January 31, 2018 16.16%
December 31, 2017 16.16%
November 30, 2017 16.16%

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

16.16%
Minimum
Jan 2017
33.15%
Maximum
Mar 2020
23.64%
Average
21.17%
Median
Dec 2018