Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2021 20.71%
September 30, 2021 20.71%
August 31, 2021 20.71%
July 31, 2021 20.71%
June 30, 2021 20.71%
May 31, 2021 20.71%
April 30, 2021 20.71%
March 31, 2021 20.71%
February 28, 2021 18.20%
January 31, 2021 17.07%
December 31, 2020 17.07%
November 30, 2020 17.07%
October 31, 2020 17.07%
September 30, 2020 17.07%
August 31, 2020 17.07%
July 31, 2020 17.07%
June 30, 2020 17.07%
May 31, 2020 17.07%
April 30, 2020 17.07%
March 31, 2020 17.07%
February 29, 2020 17.07%
January 31, 2020 17.07%
December 31, 2019 17.07%
November 30, 2019 17.07%
October 31, 2019 17.07%
Date Value
September 30, 2019 17.07%
August 31, 2019 17.07%
July 31, 2019 17.07%
June 30, 2019 17.07%
May 31, 2019 17.07%
April 30, 2019 17.07%
March 31, 2019 17.07%
February 28, 2019 17.07%
January 31, 2019 17.07%
December 31, 2018 17.07%
November 30, 2018 17.07%
October 31, 2018 17.39%
September 30, 2018 17.71%
August 31, 2018 17.71%
July 31, 2018 17.71%
June 30, 2018 17.91%
May 31, 2018 18.34%
April 30, 2018 18.34%
March 31, 2018 18.34%
February 28, 2018 18.34%
January 31, 2018 18.34%
December 31, 2017 18.34%
November 30, 2017 18.34%
October 31, 2017 18.34%
September 30, 2017 18.34%

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

17.07%
Minimum
Nov 2018
20.71%
Maximum
Mar 2021
18.03%
Average
17.71%
Median
Jul 2018