Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2021 32.27%
August 31, 2021 32.27%
July 31, 2021 32.27%
June 30, 2021 32.27%
May 31, 2021 32.27%
April 30, 2021 32.27%
March 31, 2021 32.27%
February 28, 2021 32.27%
January 31, 2021 32.27%
December 31, 2020 32.27%
November 30, 2020 32.27%
October 31, 2020 32.27%
September 30, 2020 32.27%
August 31, 2020 32.27%
July 31, 2020 32.27%
June 30, 2020 32.27%
May 31, 2020 32.27%
April 30, 2020 32.27%
March 31, 2020 32.27%
February 29, 2020 18.59%
January 31, 2020 18.59%
December 31, 2019 18.59%
November 30, 2019 18.59%
October 31, 2019 18.59%
September 30, 2019 18.59%
Date Value
August 31, 2019 18.59%
July 31, 2019 18.59%
June 30, 2019 18.59%
May 31, 2019 18.59%
April 30, 2019 18.59%
March 31, 2019 18.59%
February 28, 2019 18.59%
January 31, 2019 18.59%
December 31, 2018 18.59%
November 30, 2018 11.94%
October 31, 2018 11.94%
September 30, 2018 11.94%
August 31, 2018 11.94%
July 31, 2018 11.94%
June 30, 2018 11.94%
May 31, 2018 11.94%
April 30, 2018 11.94%
March 31, 2018 11.94%
February 28, 2018 11.94%
January 31, 2018 11.94%
December 31, 2017 11.94%
November 30, 2017 11.94%
October 31, 2017 11.94%
September 30, 2017 11.94%
August 31, 2017 11.94%

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

11.94%
Minimum
Oct 2016
32.27%
Maximum
Mar 2020
20.04%
Average
18.59%
Median
Dec 2018