Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2021 44.98%
August 31, 2021 44.98%
July 31, 2021 44.98%
June 30, 2021 44.98%
May 31, 2021 44.98%
April 30, 2021 44.98%
March 31, 2021 44.98%
February 28, 2021 44.98%
January 31, 2021 44.98%
December 31, 2020 44.98%
November 30, 2020 44.98%
October 31, 2020 44.98%
September 30, 2020 44.98%
August 31, 2020 44.98%
July 31, 2020 44.98%
June 30, 2020 44.98%
May 31, 2020 44.98%
April 30, 2020 44.98%
March 31, 2020 44.98%
February 29, 2020 23.37%
January 31, 2020 23.37%
December 31, 2019 23.37%
November 30, 2019 23.37%
October 31, 2019 23.37%
September 30, 2019 23.37%
Date Value
August 31, 2019 23.37%
July 31, 2019 23.37%
June 30, 2019 23.37%
May 31, 2019 23.37%
April 30, 2019 23.37%
March 31, 2019 23.37%
February 28, 2019 23.37%
January 31, 2019 23.37%
December 31, 2018 23.37%
November 30, 2018 18.02%
October 31, 2018 18.02%
September 30, 2018 18.02%
August 31, 2018 18.02%
July 31, 2018 18.02%
June 30, 2018 18.02%
May 31, 2018 18.02%
April 30, 2018 18.02%
March 31, 2018 18.02%
February 28, 2018 18.02%
January 31, 2018 18.02%
December 31, 2017 18.02%
November 30, 2017 18.02%
October 31, 2017 18.02%
September 30, 2017 18.02%
August 31, 2017 18.02%

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

18.02%
Minimum
Oct 2016
44.98%
Maximum
Mar 2020
27.89%
Average
23.37%
Median
Dec 2018