Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2021 35.04%
August 31, 2021 35.04%
July 31, 2021 35.04%
June 30, 2021 35.04%
May 31, 2021 35.04%
April 30, 2021 35.04%
March 31, 2021 35.04%
February 28, 2021 35.04%
January 31, 2021 35.04%
December 31, 2020 35.04%
November 30, 2020 35.04%
October 31, 2020 35.04%
September 30, 2020 35.04%
August 31, 2020 35.04%
July 31, 2020 35.04%
June 30, 2020 35.04%
May 31, 2020 35.04%
April 30, 2020 35.04%
March 31, 2020 35.04%
February 29, 2020 17.63%
January 31, 2020 17.63%
December 31, 2019 17.63%
November 30, 2019 17.63%
October 31, 2019 17.63%
September 30, 2019 17.63%
Date Value
August 31, 2019 17.63%
July 31, 2019 17.63%
June 30, 2019 17.63%
May 31, 2019 17.63%
April 30, 2019 17.63%
March 31, 2019 17.63%
February 28, 2019 17.63%
January 31, 2019 17.63%
December 31, 2018 17.63%
November 30, 2018 13.21%
October 31, 2018 13.21%
September 30, 2018 13.21%
August 31, 2018 13.21%
July 31, 2018 13.21%
June 30, 2018 13.21%
May 31, 2018 13.21%
April 30, 2018 13.21%
March 31, 2018 13.21%
February 28, 2018 13.21%
January 31, 2018 13.21%
December 31, 2017 13.21%
November 30, 2017 13.21%
October 31, 2017 13.21%
September 30, 2017 13.21%
August 31, 2017 13.21%

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

13.21%
Minimum
Oct 2016
35.04%
Maximum
Mar 2020
21.23%
Average
17.63%
Median
Dec 2018