Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
December 31, 2021 38.10%
November 30, 2021 38.10%
October 31, 2021 38.10%
September 30, 2021 38.10%
August 31, 2021 38.10%
July 31, 2021 38.10%
June 30, 2021 38.10%
May 31, 2021 38.10%
April 30, 2021 38.10%
March 31, 2021 38.10%
February 28, 2021 38.10%
January 31, 2021 38.10%
December 31, 2020 38.10%
November 30, 2020 38.10%
October 31, 2020 38.10%
September 30, 2020 38.10%
August 31, 2020 38.10%
July 31, 2020 38.10%
June 30, 2020 38.10%
May 31, 2020 38.10%
April 30, 2020 38.10%
March 31, 2020 38.10%
February 29, 2020 26.30%
January 31, 2020 26.30%
December 31, 2019 26.30%
Date Value
November 30, 2019 26.30%
October 31, 2019 26.30%
September 30, 2019 26.30%
August 31, 2019 26.30%
July 31, 2019 26.30%
June 30, 2019 26.30%
May 31, 2019 26.30%
April 30, 2019 26.30%
March 31, 2019 26.30%
February 28, 2019 26.30%
January 31, 2019 26.30%
December 31, 2018 26.30%
November 30, 2018 22.24%
October 31, 2018 22.24%
September 30, 2018 22.24%
August 31, 2018 22.24%
July 31, 2018 22.24%
June 30, 2018 22.24%
May 31, 2018 22.24%
April 30, 2018 22.24%
March 31, 2018 22.24%
February 28, 2018 22.24%
January 31, 2018 22.24%
December 31, 2017 22.24%
November 30, 2017 22.24%

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

22.24%
Minimum
Jan 2017
38.10%
Maximum
Mar 2020
29.07%
Average
26.30%
Median
Dec 2018