Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2021 31.88%
August 31, 2021 31.88%
July 31, 2021 31.88%
June 30, 2021 31.88%
May 31, 2021 31.88%
April 30, 2021 31.88%
March 31, 2021 31.88%
February 28, 2021 31.88%
January 31, 2021 31.88%
December 31, 2020 31.88%
November 30, 2020 31.88%
October 31, 2020 31.88%
September 30, 2020 31.88%
August 31, 2020 31.88%
July 31, 2020 31.88%
June 30, 2020 31.88%
May 31, 2020 31.88%
April 30, 2020 31.88%
March 31, 2020 31.88%
February 29, 2020 13.29%
January 31, 2020 13.29%
December 31, 2019 13.29%
November 30, 2019 13.29%
October 31, 2019 13.29%
September 30, 2019 13.29%
Date Value
August 31, 2019 13.29%
July 31, 2019 13.29%
June 30, 2019 13.29%
May 31, 2019 13.29%
April 30, 2019 13.29%
March 31, 2019 13.29%
February 28, 2019 13.29%
January 31, 2019 13.29%
December 31, 2018 13.29%
November 30, 2018 10.70%
October 31, 2018 10.70%
September 30, 2018 10.70%
August 31, 2018 10.70%
July 31, 2018 10.70%
June 30, 2018 10.70%
May 31, 2018 10.70%
April 30, 2018 10.70%
March 31, 2018 10.70%
February 28, 2018 8.64%
January 31, 2018 7.82%
December 31, 2017 7.82%
November 30, 2017 7.82%
October 31, 2017 7.82%
September 30, 2017 7.82%
August 31, 2017 8.55%

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

7.82%
Minimum
Sep 2017
31.88%
Maximum
Mar 2020
17.53%
Average
13.29%
Median
Dec 2018