Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2021 39.23%
August 31, 2021 39.23%
July 31, 2021 39.23%
June 30, 2021 39.23%
May 31, 2021 39.23%
April 30, 2021 39.23%
March 31, 2021 39.23%
February 28, 2021 39.23%
January 31, 2021 39.23%
December 31, 2020 39.23%
November 30, 2020 39.23%
October 31, 2020 39.23%
September 30, 2020 39.23%
August 31, 2020 39.23%
July 31, 2020 39.23%
June 30, 2020 39.23%
May 31, 2020 39.23%
April 30, 2020 39.23%
March 31, 2020 39.23%
February 29, 2020 21.47%
January 31, 2020 21.47%
December 31, 2019 21.47%
November 30, 2019 21.47%
October 31, 2019 21.47%
September 30, 2019 21.47%
Date Value
August 31, 2019 21.47%
July 31, 2019 21.47%
June 30, 2019 21.47%
May 31, 2019 21.47%
April 30, 2019 21.47%
March 31, 2019 21.47%
February 28, 2019 21.47%
January 31, 2019 21.47%
December 31, 2018 21.47%
November 30, 2018 13.64%
October 31, 2018 13.64%
September 30, 2018 13.64%
August 31, 2018 13.64%
July 31, 2018 13.64%
June 30, 2018 13.64%
May 31, 2018 13.64%
April 30, 2018 13.64%
March 31, 2018 13.64%
February 28, 2018 13.64%
January 31, 2018 13.64%
December 31, 2017 13.64%
November 30, 2017 13.64%
October 31, 2017 13.64%
September 30, 2017 13.64%
August 31, 2017 13.64%

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

13.64%
Minimum
Oct 2016
39.23%
Maximum
Mar 2020
23.70%
Average
21.47%
Median
Dec 2018