Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2021 41.16%
August 31, 2021 41.21%
July 31, 2021 41.21%
June 30, 2021 41.21%
May 31, 2021 41.21%
April 30, 2021 41.21%
March 31, 2021 41.21%
February 28, 2021 41.21%
January 31, 2021 41.21%
December 31, 2020 41.21%
November 30, 2020 41.87%
October 31, 2020 41.87%
September 30, 2020 41.87%
August 31, 2020 41.87%
July 31, 2020 41.87%
June 30, 2020 41.87%
May 31, 2020 41.87%
April 30, 2020 41.87%
March 31, 2020 41.87%
February 29, 2020 41.87%
January 31, 2020 41.87%
December 31, 2019 41.87%
November 30, 2019 41.87%
October 31, 2019 41.87%
September 30, 2019 41.87%
Date Value
August 31, 2019 41.87%
July 31, 2019 41.87%
June 30, 2019 41.87%
May 31, 2019 41.87%
April 30, 2019 41.87%
March 31, 2019 41.87%
February 28, 2019 41.87%
January 31, 2019 41.87%
December 31, 2018 41.87%
November 30, 2018 41.87%
October 31, 2018 41.87%
September 30, 2018 41.87%
August 31, 2018 41.87%
July 31, 2018 41.87%
June 30, 2018 41.87%
May 31, 2018 41.87%
April 30, 2018 41.87%
March 31, 2018 41.87%
February 28, 2018 41.87%
January 31, 2018 41.87%
December 31, 2017 41.87%
November 30, 2017 41.87%
October 31, 2017 41.87%
September 30, 2017 41.87%
August 31, 2017 41.87%

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

41.16%
Minimum
Sep 2021
41.87%
Maximum
Oct 2016
41.76%
Average
41.87%
Median
Oct 2016