Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2021 37.34%
September 30, 2021 37.34%
August 31, 2021 37.34%
July 31, 2021 37.34%
June 30, 2021 37.34%
May 31, 2021 37.34%
April 30, 2021 37.34%
March 31, 2021 37.34%
February 28, 2021 37.34%
January 31, 2021 37.34%
December 31, 2020 37.34%
November 30, 2020 37.34%
October 31, 2020 37.34%
September 30, 2020 37.34%
August 31, 2020 37.34%
July 31, 2020 37.34%
June 30, 2020 37.34%
May 31, 2020 37.34%
April 30, 2020 37.34%
March 31, 2020 37.34%
February 29, 2020 14.59%
January 31, 2020 14.59%
December 31, 2019 14.59%
November 30, 2019 14.59%
October 31, 2019 14.59%
Date Value
September 30, 2019 14.59%
August 31, 2019 14.59%
July 31, 2019 14.59%
June 30, 2019 14.59%
May 31, 2019 14.59%
April 30, 2019 14.59%
March 31, 2019 14.59%
February 28, 2019 14.59%
January 31, 2019 14.59%
December 31, 2018 14.59%
November 30, 2018 12.77%
October 31, 2018 12.77%
September 30, 2018 12.77%
August 31, 2018 12.77%
July 31, 2018 12.77%
June 30, 2018 12.77%
May 31, 2018 12.77%
April 30, 2018 12.77%
March 31, 2018 12.77%
February 28, 2018 12.77%
January 31, 2018 12.77%
December 31, 2017 12.77%
November 30, 2017 12.77%
October 31, 2017 12.77%
September 30, 2017 12.77%

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

12.77%
Minimum
Apr 2017
37.34%
Maximum
Mar 2020
21.47%
Average
14.59%
Median
Dec 2018