Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2021 27.74%
August 31, 2021 27.74%
July 31, 2021 27.74%
June 30, 2021 27.74%
May 31, 2021 27.74%
April 30, 2021 27.74%
March 31, 2021 27.74%
February 28, 2021 27.74%
January 31, 2021 27.74%
December 31, 2020 27.74%
November 30, 2020 27.74%
October 31, 2020 27.74%
September 30, 2020 27.74%
August 31, 2020 27.74%
July 31, 2020 27.74%
June 30, 2020 27.74%
May 31, 2020 27.74%
April 30, 2020 27.74%
March 31, 2020 27.74%
February 29, 2020 17.96%
January 31, 2020 17.96%
December 31, 2019 17.96%
November 30, 2019 17.96%
October 31, 2019 17.96%
September 30, 2019 17.96%
Date Value
August 31, 2019 17.96%
July 31, 2019 17.96%
June 30, 2019 17.96%
May 31, 2019 17.96%
April 30, 2019 17.96%
March 31, 2019 17.96%
February 28, 2019 17.96%
January 31, 2019 17.96%
December 31, 2018 17.96%
November 30, 2018 15.21%
October 31, 2018 15.21%
September 30, 2018 15.21%
August 31, 2018 15.21%
July 31, 2018 15.21%
June 30, 2018 15.21%
May 31, 2018 15.21%
April 30, 2018 15.21%
March 31, 2018 15.21%
February 28, 2018 15.21%
January 31, 2018 15.21%
December 31, 2017 15.21%
November 30, 2017 15.21%
October 31, 2017 15.21%
September 30, 2017 15.21%
August 31, 2017 15.21%

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

15.21%
Minimum
Aug 2017
27.74%
Maximum
Mar 2020
20.81%
Average
17.96%
Median
Dec 2018