Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2021 18.75%
August 31, 2021 18.75%
July 31, 2021 18.75%
June 30, 2021 18.75%
May 31, 2021 18.75%
April 30, 2021 18.75%
March 31, 2021 18.75%
February 28, 2021 18.75%
January 31, 2021 18.75%
December 31, 2020 18.75%
November 30, 2020 18.75%
October 31, 2020 18.75%
September 30, 2020 18.75%
August 31, 2020 18.75%
July 31, 2020 18.75%
June 30, 2020 18.75%
May 31, 2020 18.75%
April 30, 2020 18.75%
March 31, 2020 18.75%
February 29, 2020 5.07%
January 31, 2020 5.07%
December 31, 2019 5.07%
November 30, 2019 5.07%
October 31, 2019 5.07%
September 30, 2019 5.07%
Date Value
August 31, 2019 5.07%
July 31, 2019 5.07%
June 30, 2019 5.07%
May 31, 2019 5.07%
April 30, 2019 5.07%
March 31, 2019 5.07%
February 28, 2019 5.07%
January 31, 2019 5.07%
December 31, 2018 5.07%
November 30, 2018 2.87%
October 31, 2018 2.57%
September 30, 2018 2.57%
August 31, 2018 2.57%
July 31, 2018 2.57%
June 30, 2018 2.57%
May 31, 2018 2.57%
April 30, 2018 2.57%
March 31, 2018 2.57%
February 28, 2018 2.57%
January 31, 2018 2.57%
December 31, 2017 2.57%
November 30, 2017 2.57%
October 31, 2017 2.57%
September 30, 2017 2.57%
August 31, 2017 2.57%

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

1.21%
Minimum
Oct 2016
18.75%
Maximum
Mar 2020
8.30%
Average
5.07%
Median
Dec 2018