Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 43.88%
November 30, 2021 43.88%
October 31, 2021 43.88%
September 30, 2021 43.88%
August 31, 2021 43.88%
July 31, 2021 43.88%
June 30, 2021 43.88%
May 31, 2021 43.88%
April 30, 2021 43.88%
March 31, 2021 43.88%
February 28, 2021 43.88%
January 31, 2021 43.88%
December 31, 2020 43.88%
November 30, 2020 43.88%
October 31, 2020 43.88%
September 30, 2020 43.88%
August 31, 2020 43.88%
July 31, 2020 43.88%
June 30, 2020 43.88%
May 31, 2020 43.88%
April 30, 2020 43.88%
March 31, 2020 43.88%
February 29, 2020 27.28%
January 31, 2020 27.28%
December 31, 2019 27.28%
Date Value
November 30, 2019 27.28%
October 31, 2019 27.28%
September 30, 2019 27.28%
August 31, 2019 27.28%
July 31, 2019 27.28%
June 30, 2019 27.28%
May 31, 2019 27.28%
April 30, 2019 27.28%
March 31, 2019 27.28%
February 28, 2019 27.28%
January 31, 2019 27.28%
December 31, 2018 27.28%
November 30, 2018 20.03%
October 31, 2018 20.03%
September 30, 2018 20.03%
August 31, 2018 20.03%
July 31, 2018 20.03%
June 30, 2018 20.03%
May 31, 2018 20.03%
April 30, 2018 20.03%
March 31, 2018 20.03%
February 28, 2018 20.03%
January 31, 2018 20.03%
December 31, 2017 20.03%
November 30, 2017 20.03%

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

20.03%
Minimum
Jan 2017
43.88%
Maximum
Mar 2020
30.59%
Average
27.28%
Median
Dec 2018