Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2021 13.00%
September 30, 2021 13.00%
August 31, 2021 13.00%
July 31, 2021 13.00%
June 30, 2021 13.00%
May 31, 2021 13.00%
April 30, 2021 13.00%
March 31, 2021 13.00%
February 28, 2021 11.33%
January 31, 2021 11.22%
December 31, 2020 11.22%
November 30, 2020 11.22%
October 31, 2020 11.22%
September 30, 2020 11.22%
August 31, 2020 11.22%
July 31, 2020 11.22%
June 30, 2020 11.22%
May 31, 2020 11.22%
April 30, 2020 11.22%
March 31, 2020 11.22%
February 29, 2020 11.22%
January 31, 2020 11.22%
December 31, 2019 11.22%
November 30, 2019 11.22%
October 31, 2019 11.22%
Date Value
September 30, 2019 11.22%
August 31, 2019 11.22%
July 31, 2019 11.22%
June 30, 2019 11.22%
May 31, 2019 11.22%
April 30, 2019 11.22%
March 31, 2019 11.22%
February 28, 2019 11.22%
January 31, 2019 11.22%
December 31, 2018 11.22%
November 30, 2018 11.22%
October 31, 2018 11.22%
September 30, 2018 11.22%
August 31, 2018 11.22%
July 31, 2018 11.22%
June 30, 2018 11.72%
May 31, 2018 11.72%
April 30, 2018 11.72%
March 31, 2018 11.72%
February 28, 2018 11.72%
January 31, 2018 11.72%
December 31, 2017 11.72%
November 30, 2017 11.72%
October 31, 2017 11.72%
September 30, 2017 11.72%

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

11.22%
Minimum
Jul 2018
13.00%
Maximum
Mar 2021
11.63%
Average
11.22%
Median
Jul 2018