Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2021 37.17%
August 31, 2021 37.17%
July 31, 2021 37.17%
June 30, 2021 37.17%
May 31, 2021 37.17%
April 30, 2021 37.17%
March 31, 2021 37.17%
February 28, 2021 37.17%
January 31, 2021 37.17%
December 31, 2020 37.17%
November 30, 2020 37.17%
October 31, 2020 37.17%
September 30, 2020 37.17%
August 31, 2020 37.17%
July 31, 2020 37.17%
June 30, 2020 37.17%
May 31, 2020 37.17%
April 30, 2020 37.17%
March 31, 2020 37.17%
February 29, 2020 28.27%
January 31, 2020 28.27%
December 31, 2019 28.27%
November 30, 2019 28.27%
October 31, 2019 28.27%
September 30, 2019 28.27%
Date Value
August 31, 2019 28.27%
July 31, 2019 28.27%
June 30, 2019 28.27%
May 31, 2019 28.27%
April 30, 2019 28.27%
March 31, 2019 28.27%
February 28, 2019 28.27%
January 31, 2019 28.27%
December 31, 2018 28.27%
November 30, 2018 27.73%
October 31, 2018 27.73%
September 30, 2018 27.73%
August 31, 2018 27.73%
July 31, 2018 27.73%
June 30, 2018 27.73%
May 31, 2018 27.73%
April 30, 2018 27.73%
March 31, 2018 27.73%
February 28, 2018 27.73%
January 31, 2018 27.73%
December 31, 2017 27.73%
November 30, 2017 27.73%
October 31, 2017 27.73%
September 30, 2017 27.73%
August 31, 2017 27.73%

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

27.73%
Minimum
Oct 2016
37.17%
Maximum
Mar 2020
30.85%
Average
28.27%
Median
Dec 2018