Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2021 36.29%
August 31, 2021 36.29%
July 31, 2021 36.29%
June 30, 2021 36.29%
May 31, 2021 36.29%
April 30, 2021 36.29%
March 31, 2021 36.29%
February 28, 2021 36.29%
January 31, 2021 36.29%
December 31, 2020 36.29%
November 30, 2020 36.29%
October 31, 2020 36.29%
September 30, 2020 36.29%
August 31, 2020 36.29%
July 31, 2020 36.29%
June 30, 2020 36.29%
May 31, 2020 36.29%
April 30, 2020 36.29%
March 31, 2020 36.29%
February 29, 2020 21.81%
January 31, 2020 21.81%
December 31, 2019 21.81%
November 30, 2019 21.81%
October 31, 2019 21.81%
September 30, 2019 21.81%
Date Value
August 31, 2019 21.81%
July 31, 2019 21.81%
June 30, 2019 21.81%
May 31, 2019 21.81%
April 30, 2019 21.81%
March 31, 2019 21.81%
February 28, 2019 21.81%
January 31, 2019 21.81%
December 31, 2018 21.81%
November 30, 2018 16.68%
October 31, 2018 16.68%
September 30, 2018 16.68%
August 31, 2018 16.68%
July 31, 2018 16.68%
June 30, 2018 16.68%
May 31, 2018 16.68%
April 30, 2018 16.68%
March 31, 2018 16.68%
February 28, 2018 16.68%
January 31, 2018 16.68%
December 31, 2017 16.68%
November 30, 2017 16.68%
October 31, 2017 16.68%
September 30, 2017 16.68%
August 31, 2017 16.68%

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

16.68%
Minimum
Oct 2016
36.29%
Maximum
Mar 2020
24.17%
Average
21.81%
Median
Dec 2018