Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2021 23.23%
September 30, 2021 23.23%
August 31, 2021 23.23%
July 31, 2021 23.23%
June 30, 2021 23.23%
May 31, 2021 23.23%
April 30, 2021 23.23%
March 31, 2021 23.23%
February 28, 2021 23.23%
January 31, 2021 23.23%
December 31, 2020 23.23%
November 30, 2020 23.23%
October 31, 2020 23.23%
September 30, 2020 23.23%
August 31, 2020 23.23%
July 31, 2020 23.23%
June 30, 2020 23.23%
May 31, 2020 23.23%
April 30, 2020 23.23%
March 31, 2020 23.23%
February 29, 2020 13.99%
January 31, 2020 13.99%
December 31, 2019 13.99%
November 30, 2019 13.99%
October 31, 2019 13.99%
Date Value
September 30, 2019 13.99%
August 31, 2019 13.99%
July 31, 2019 13.99%
June 30, 2019 13.99%
May 31, 2019 13.99%
April 30, 2019 13.99%
March 31, 2019 13.99%
February 28, 2019 13.99%
January 31, 2019 15.30%
December 31, 2018 17.05%
November 30, 2018 18.08%
October 31, 2018 20.89%
September 30, 2018 23.73%
August 31, 2018 23.73%
July 31, 2018 23.73%
June 30, 2018 25.59%
May 31, 2018 26.40%
April 30, 2018 26.40%
March 31, 2018 26.40%
February 28, 2018 26.40%
January 31, 2018 26.40%
December 31, 2017 26.40%
November 30, 2017 26.40%
October 31, 2017 26.40%
September 30, 2017 26.40%

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

13.99%
Minimum
Feb 2019
26.40%
Maximum
Nov 2016
21.94%
Average
23.23%
Median
Mar 2020