Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2021 14.24%
September 30, 2021 14.24%
August 31, 2021 14.24%
July 31, 2021 14.24%
June 30, 2021 14.24%
May 31, 2021 14.24%
April 30, 2021 14.24%
March 31, 2021 14.24%
February 28, 2021 14.24%
January 31, 2021 14.24%
December 31, 2020 13.96%
November 30, 2020 13.29%
October 31, 2020 13.29%
September 30, 2020 13.29%
August 31, 2020 13.29%
July 31, 2020 13.29%
June 30, 2020 13.29%
May 31, 2020 13.29%
April 30, 2020 13.29%
March 31, 2020 13.29%
February 29, 2020 13.29%
January 31, 2020 13.29%
December 31, 2019 13.29%
November 30, 2019 13.29%
October 31, 2019 13.29%
Date Value
September 30, 2019 13.29%
August 31, 2019 13.29%
July 31, 2019 13.29%
June 30, 2019 14.56%
May 31, 2019 15.99%
April 30, 2019 17.50%
March 31, 2019 17.69%
February 28, 2019 18.08%
January 31, 2019 18.08%
December 31, 2018 18.08%
November 30, 2018 18.08%
October 31, 2018 19.07%
September 30, 2018 19.68%
August 31, 2018 19.68%
July 31, 2018 20.26%
June 30, 2018 20.26%
May 31, 2018 20.26%
April 30, 2018 20.26%
March 31, 2018 20.26%
February 28, 2018 20.26%
January 31, 2018 20.26%
December 31, 2017 20.26%
November 30, 2017 20.26%
October 31, 2017 20.26%
September 30, 2017 20.26%

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

13.29%
Minimum
Jul 2019
20.26%
Maximum
Nov 2016
16.74%
Average
16.74%
Median