Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 44.08%
November 30, 2021 44.08%
October 31, 2021 44.08%
September 30, 2021 44.08%
August 31, 2021 44.08%
July 31, 2021 44.08%
June 30, 2021 44.08%
May 31, 2021 44.08%
April 30, 2021 44.08%
March 31, 2021 44.08%
February 28, 2021 44.08%
January 31, 2021 44.08%
December 31, 2020 44.08%
November 30, 2020 44.08%
October 31, 2020 44.08%
September 30, 2020 44.08%
August 31, 2020 44.08%
July 31, 2020 44.08%
June 30, 2020 44.08%
May 31, 2020 44.08%
April 30, 2020 44.08%
March 31, 2020 44.08%
February 29, 2020 26.14%
January 31, 2020 26.14%
December 31, 2019 26.14%
Date Value
November 30, 2019 26.14%
October 31, 2019 26.14%
September 30, 2019 26.14%
August 31, 2019 26.14%
July 31, 2019 26.14%
June 30, 2019 26.14%
May 31, 2019 26.14%
April 30, 2019 26.14%
March 31, 2019 26.14%
February 28, 2019 26.14%
January 31, 2019 26.14%
December 31, 2018 26.14%
November 30, 2018 21.63%
October 31, 2018 21.63%
September 30, 2018 21.63%
August 31, 2018 21.63%
July 31, 2018 21.63%
June 30, 2018 21.63%
May 31, 2018 21.63%
April 30, 2018 21.63%
March 31, 2018 21.63%
February 28, 2018 21.63%
January 31, 2018 21.63%
December 31, 2017 21.63%
November 30, 2017 21.63%

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

21.63%
Minimum
Jan 2017
44.08%
Maximum
Mar 2020
30.99%
Average
26.14%
Median
Dec 2018