Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2021 28.04%
August 31, 2021 28.04%
July 31, 2021 28.04%
June 30, 2021 28.04%
May 31, 2021 28.04%
April 30, 2021 28.04%
March 31, 2021 28.04%
February 28, 2021 28.04%
January 31, 2021 28.04%
December 31, 2020 28.04%
November 30, 2020 28.04%
October 31, 2020 28.04%
September 30, 2020 28.04%
August 31, 2020 28.04%
July 31, 2020 28.04%
June 30, 2020 28.04%
May 31, 2020 28.04%
April 30, 2020 28.04%
March 31, 2020 28.04%
February 29, 2020 17.81%
January 31, 2020 17.81%
December 31, 2019 17.81%
November 30, 2019 17.81%
October 31, 2019 17.81%
September 30, 2019 17.81%
Date Value
August 31, 2019 17.81%
July 31, 2019 17.81%
June 30, 2019 17.81%
May 31, 2019 17.81%
April 30, 2019 17.81%
March 31, 2019 17.81%
February 28, 2019 17.81%
January 31, 2019 17.81%
December 31, 2018 17.81%
November 30, 2018 15.14%
October 31, 2018 15.14%
September 30, 2018 15.14%
August 31, 2018 15.14%
July 31, 2018 15.14%
June 30, 2018 15.14%
May 31, 2018 15.14%
April 30, 2018 15.14%
March 31, 2018 15.14%
February 28, 2018 15.14%
January 31, 2018 15.14%
December 31, 2017 15.14%
November 30, 2017 15.14%
October 31, 2017 15.14%
September 30, 2017 15.14%
August 31, 2017 15.14%

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

15.14%
Minimum
Oct 2016
28.04%
Maximum
Mar 2020
19.89%
Average
17.81%
Median
Dec 2018