Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2021 43.39%
August 31, 2021 43.39%
July 31, 2021 43.39%
June 30, 2021 43.39%
May 31, 2021 43.39%
April 30, 2021 43.39%
March 31, 2021 43.39%
February 28, 2021 43.39%
January 31, 2021 43.39%
December 31, 2020 43.39%
November 30, 2020 43.39%
October 31, 2020 43.39%
September 30, 2020 43.39%
August 31, 2020 43.39%
July 31, 2020 43.39%
June 30, 2020 43.39%
May 31, 2020 43.39%
April 30, 2020 43.39%
March 31, 2020 43.39%
February 29, 2020 23.53%
January 31, 2020 23.53%
December 31, 2019 23.53%
November 30, 2019 23.53%
October 31, 2019 23.53%
September 30, 2019 23.53%
Date Value
August 31, 2019 23.53%
July 31, 2019 23.53%
June 30, 2019 23.53%
May 31, 2019 23.53%
April 30, 2019 23.53%
March 31, 2019 23.53%
February 28, 2019 23.53%
January 31, 2019 23.53%
December 31, 2018 23.53%
November 30, 2018 14.70%
October 31, 2018 13.77%
September 30, 2018 13.77%
August 31, 2018 13.77%
July 31, 2018 13.77%
June 30, 2018 13.77%
May 31, 2018 13.77%
April 30, 2018 13.77%
March 31, 2018 13.77%
February 28, 2018 13.77%
January 31, 2018 13.77%
December 31, 2017 13.77%
November 30, 2017 13.77%
October 31, 2017 13.77%
September 30, 2017 13.77%
August 31, 2017 13.77%

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

13.77%
Minimum
Oct 2016
43.39%
Maximum
Mar 2020
25.61%
Average
23.53%
Median
Dec 2018