Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2021 44.50%
August 31, 2021 44.50%
July 31, 2021 44.50%
June 30, 2021 44.50%
May 31, 2021 44.50%
April 30, 2021 44.50%
March 31, 2021 44.50%
February 28, 2021 44.50%
January 31, 2021 44.50%
December 31, 2020 44.50%
November 30, 2020 44.50%
October 31, 2020 44.50%
September 30, 2020 44.50%
August 31, 2020 44.50%
July 31, 2020 44.50%
June 30, 2020 44.50%
May 31, 2020 44.50%
April 30, 2020 44.50%
March 31, 2020 44.50%
February 29, 2020 23.33%
January 31, 2020 23.33%
December 31, 2019 23.33%
November 30, 2019 23.33%
October 31, 2019 23.33%
September 30, 2019 23.33%
Date Value
August 31, 2019 23.33%
July 31, 2019 23.33%
June 30, 2019 23.33%
May 31, 2019 23.33%
April 30, 2019 23.33%
March 31, 2019 23.33%
February 28, 2019 23.33%
January 31, 2019 23.33%
December 31, 2018 23.33%
November 30, 2018 23.02%
October 31, 2018 23.02%
September 30, 2018 23.02%
August 31, 2018 23.02%
July 31, 2018 23.02%
June 30, 2018 23.02%
May 31, 2018 23.02%
April 30, 2018 23.02%
March 31, 2018 23.02%
February 28, 2018 23.02%
January 31, 2018 23.02%
December 31, 2017 23.02%
November 30, 2017 23.02%
October 31, 2017 23.02%
September 30, 2017 23.02%
August 31, 2017 23.02%

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

23.02%
Minimum
Oct 2016
44.50%
Maximum
Mar 2020
29.90%
Average
23.33%
Median
Dec 2018