Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2021 31.95%
August 31, 2021 31.95%
July 31, 2021 31.95%
June 30, 2021 31.95%
May 31, 2021 31.95%
April 30, 2021 31.95%
March 31, 2021 31.95%
February 28, 2021 31.95%
January 31, 2021 31.95%
December 31, 2020 31.95%
November 30, 2020 31.95%
October 31, 2020 31.95%
September 30, 2020 31.95%
August 31, 2020 31.95%
July 31, 2020 31.95%
June 30, 2020 31.95%
May 31, 2020 31.95%
April 30, 2020 31.95%
March 31, 2020 31.95%
February 29, 2020 21.80%
January 31, 2020 21.80%
December 31, 2019 21.80%
November 30, 2019 21.80%
October 31, 2019 21.80%
September 30, 2019 21.80%
Date Value
August 31, 2019 21.80%
July 31, 2019 21.80%
June 30, 2019 21.80%
May 31, 2019 21.80%
April 30, 2019 21.80%
March 31, 2019 21.80%
February 28, 2019 21.80%
January 31, 2019 21.80%
December 31, 2018 21.80%
November 30, 2018 16.73%
October 31, 2018 16.73%
September 30, 2018 16.73%
August 31, 2018 16.73%
July 31, 2018 16.73%
June 30, 2018 16.73%
May 31, 2018 16.73%
April 30, 2018 16.73%
March 31, 2018 16.73%
February 28, 2018 16.73%
January 31, 2018 16.73%
December 31, 2017 16.73%
November 30, 2017 16.73%
October 31, 2017 16.73%
September 30, 2017 16.73%
August 31, 2017 16.73%

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

16.73%
Minimum
Oct 2016
31.95%
Maximum
Mar 2020
22.82%
Average
21.80%
Median
Dec 2018