Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2021 35.73%
August 31, 2021 35.73%
July 31, 2021 35.73%
June 30, 2021 35.73%
May 31, 2021 35.73%
April 30, 2021 35.73%
March 31, 2021 35.73%
February 28, 2021 35.73%
January 31, 2021 35.73%
December 31, 2020 35.73%
November 30, 2020 35.73%
October 31, 2020 35.73%
September 30, 2020 35.73%
August 31, 2020 35.73%
July 31, 2020 35.73%
June 30, 2020 35.73%
May 31, 2020 35.73%
April 30, 2020 35.73%
March 31, 2020 35.73%
February 29, 2020 22.84%
January 31, 2020 22.84%
December 31, 2019 22.84%
November 30, 2019 22.84%
October 31, 2019 22.84%
September 30, 2019 22.84%
Date Value
August 31, 2019 22.84%
July 31, 2019 22.84%
June 30, 2019 22.84%
May 31, 2019 22.84%
April 30, 2019 22.84%
March 31, 2019 22.84%
February 28, 2019 22.84%
January 31, 2019 22.84%
December 31, 2018 22.84%
November 30, 2018 22.34%
October 31, 2018 22.34%
September 30, 2018 22.34%
August 31, 2018 22.34%
July 31, 2018 22.34%
June 30, 2018 22.34%
May 31, 2018 22.34%
April 30, 2018 22.34%
March 31, 2018 22.34%
February 28, 2018 22.34%
January 31, 2018 22.34%
December 31, 2017 22.34%
November 30, 2017 22.34%
October 31, 2017 22.34%
September 30, 2017 22.34%
August 31, 2017 23.24%

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

22.34%
Minimum
Sep 2017
36.82%
Maximum
Oct 2016
28.62%
Average
23.04%
Median