Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 11.85%
November 30, 2021 11.85%
October 31, 2021 11.85%
September 30, 2021 11.85%
August 31, 2021 11.85%
July 31, 2021 11.85%
June 30, 2021 11.85%
May 31, 2021 11.85%
April 30, 2021 11.85%
March 31, 2021 11.85%
February 28, 2021 11.85%
January 31, 2021 11.85%
December 31, 2020 11.85%
November 30, 2020 11.85%
October 31, 2020 11.85%
September 30, 2020 11.85%
August 31, 2020 11.85%
July 31, 2020 11.85%
June 30, 2020 11.85%
May 31, 2020 11.85%
April 30, 2020 11.85%
March 31, 2020 11.85%
February 29, 2020 5.12%
January 31, 2020 5.12%
December 31, 2019 5.12%
Date Value
November 30, 2019 5.12%
October 31, 2019 5.12%
September 30, 2019 5.12%
August 31, 2019 5.12%
July 31, 2019 5.12%
June 30, 2019 5.12%
May 31, 2019 5.12%
April 30, 2019 5.12%
March 31, 2019 5.12%
February 28, 2019 5.12%
January 31, 2019 5.12%
December 31, 2018 5.12%
November 30, 2018 5.12%
October 31, 2018 4.98%
September 30, 2018 4.45%
August 31, 2018 4.45%
July 31, 2018 4.45%
June 30, 2018 5.61%
May 31, 2018 5.61%
April 30, 2018 5.61%
March 31, 2018 5.61%
February 28, 2018 5.61%
January 31, 2018 5.61%
December 31, 2017 5.61%
November 30, 2017 5.61%

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

4.45%
Minimum
Jul 2018
11.85%
Maximum
Mar 2020
7.70%
Average
5.61%
Median
Jan 2017