Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2021 45.06%
August 31, 2021 45.06%
July 31, 2021 45.06%
June 30, 2021 45.06%
May 31, 2021 45.06%
April 30, 2021 45.06%
March 31, 2021 45.06%
February 28, 2021 45.06%
January 31, 2021 45.06%
December 31, 2020 45.06%
November 30, 2020 45.06%
October 31, 2020 45.06%
September 30, 2020 45.06%
August 31, 2020 45.06%
July 31, 2020 45.06%
June 30, 2020 45.06%
May 31, 2020 45.06%
April 30, 2020 45.06%
March 31, 2020 45.06%
February 29, 2020 23.50%
January 31, 2020 23.50%
December 31, 2019 23.50%
November 30, 2019 23.50%
October 31, 2019 23.50%
September 30, 2019 23.50%
Date Value
August 31, 2019 23.50%
July 31, 2019 23.50%
June 30, 2019 23.50%
May 31, 2019 23.50%
April 30, 2019 23.50%
March 31, 2019 23.50%
February 28, 2019 23.50%
January 31, 2019 23.50%
December 31, 2018 23.50%
November 30, 2018 18.36%
October 31, 2018 18.36%
September 30, 2018 18.36%
August 31, 2018 18.36%
July 31, 2018 18.36%
June 30, 2018 18.36%
May 31, 2018 18.36%
April 30, 2018 18.36%
March 31, 2018 18.36%
February 28, 2018 18.36%
January 31, 2018 18.36%
December 31, 2017 18.36%
November 30, 2017 18.36%
October 31, 2017 18.36%
September 30, 2017 18.36%
August 31, 2017 18.36%

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

18.36%
Minimum
Oct 2016
45.06%
Maximum
Mar 2020
28.10%
Average
23.50%
Median
Dec 2018