Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2021 48.07%
August 31, 2021 48.07%
July 31, 2021 48.07%
June 30, 2021 48.07%
May 31, 2021 48.07%
April 30, 2021 48.07%
March 31, 2021 48.07%
February 28, 2021 48.07%
January 31, 2021 48.07%
December 31, 2020 48.07%
November 30, 2020 48.07%
October 31, 2020 48.07%
September 30, 2020 48.07%
August 31, 2020 48.07%
July 31, 2020 48.07%
June 30, 2020 48.07%
May 31, 2020 48.07%
April 30, 2020 48.07%
March 31, 2020 48.07%
February 29, 2020 26.05%
January 31, 2020 26.05%
December 31, 2019 26.05%
November 30, 2019 26.05%
October 31, 2019 26.05%
September 30, 2019 26.05%
Date Value
August 31, 2019 26.05%
July 31, 2019 26.05%
June 30, 2019 26.05%
May 31, 2019 26.05%
April 30, 2019 26.05%
March 31, 2019 26.05%
February 28, 2019 26.05%
January 31, 2019 26.05%
December 31, 2018 26.05%
November 30, 2018 24.98%
October 31, 2018 24.98%
September 30, 2018 24.98%
August 31, 2018 24.98%
July 31, 2018 24.98%
June 30, 2018 24.98%
May 31, 2018 24.98%
April 30, 2018 24.98%
March 31, 2018 24.98%
February 28, 2018 24.98%
January 31, 2018 24.98%
December 31, 2017 24.98%
November 30, 2017 24.98%
October 31, 2017 24.98%
September 30, 2017 24.98%
August 31, 2017 24.98%

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

24.98%
Minimum
Oct 2016
48.07%
Maximum
Mar 2020
32.56%
Average
26.05%
Median
Dec 2018