Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2021 26.52%
August 31, 2021 26.52%
July 31, 2021 26.52%
June 30, 2021 26.52%
May 31, 2021 26.52%
April 30, 2021 26.52%
March 31, 2021 26.52%
February 28, 2021 26.52%
January 31, 2021 26.52%
December 31, 2020 26.52%
November 30, 2020 26.52%
October 31, 2020 26.52%
September 30, 2020 26.52%
August 31, 2020 26.52%
July 31, 2020 26.52%
June 30, 2020 26.52%
May 31, 2020 26.52%
April 30, 2020 26.52%
March 31, 2020 26.52%
February 29, 2020 15.12%
January 31, 2020 15.12%
December 31, 2019 15.12%
November 30, 2019 15.12%
October 31, 2019 15.12%
September 30, 2019 15.12%
Date Value
August 31, 2019 15.12%
July 31, 2019 15.12%
June 30, 2019 15.12%
May 31, 2019 15.12%
April 30, 2019 15.12%
March 31, 2019 15.12%
February 28, 2019 15.12%
January 31, 2019 15.12%
December 31, 2018 15.12%
November 30, 2018 9.83%
October 31, 2018 9.83%
September 30, 2018 9.83%
August 31, 2018 9.83%
July 31, 2018 9.83%
June 30, 2018 9.83%
May 31, 2018 9.83%
April 30, 2018 9.83%
March 31, 2018 9.83%
February 28, 2018 9.83%
January 31, 2018 9.83%
December 31, 2017 9.83%
November 30, 2017 9.83%
October 31, 2017 9.83%
September 30, 2017 9.83%
August 31, 2017 9.83%

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

9.83%
Minimum
Aug 2017
26.52%
Maximum
Mar 2020
17.86%
Average
15.12%
Median
Dec 2018