Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2021 37.43%
September 30, 2021 37.43%
August 31, 2021 37.43%
July 31, 2021 37.43%
June 30, 2021 37.43%
May 31, 2021 37.43%
April 30, 2021 37.43%
March 31, 2021 37.43%
February 28, 2021 37.43%
January 31, 2021 37.43%
December 31, 2020 37.43%
November 30, 2020 37.43%
October 31, 2020 37.43%
September 30, 2020 37.43%
August 31, 2020 37.43%
July 31, 2020 37.43%
June 30, 2020 37.43%
May 31, 2020 37.43%
April 30, 2020 37.43%
March 31, 2020 37.43%
February 29, 2020 21.79%
January 31, 2020 21.79%
December 31, 2019 21.79%
November 30, 2019 21.79%
October 31, 2019 21.79%
Date Value
September 30, 2019 21.79%
August 31, 2019 21.79%
July 31, 2019 21.79%
June 30, 2019 21.79%
May 31, 2019 21.79%
April 30, 2019 21.79%
March 31, 2019 21.79%
February 28, 2019 21.79%
January 31, 2019 21.79%
December 31, 2018 21.79%
November 30, 2018 19.14%
October 31, 2018 19.14%
September 30, 2018 19.14%
August 31, 2018 19.14%
July 31, 2018 19.14%
June 30, 2018 19.14%
May 31, 2018 19.14%
April 30, 2018 19.14%
March 31, 2018 19.14%
February 28, 2018 19.14%
January 31, 2018 19.14%
December 31, 2017 19.14%
November 30, 2017 19.14%
October 31, 2017 19.14%
September 30, 2017 19.14%

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

19.14%
Minimum
Apr 2017
37.43%
Maximum
Mar 2020
26.09%
Average
21.79%
Median
Dec 2018