Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2021 43.18%
August 31, 2021 43.18%
July 31, 2021 43.18%
June 30, 2021 43.18%
May 31, 2021 43.18%
April 30, 2021 43.18%
March 31, 2021 43.18%
February 28, 2021 43.18%
January 31, 2021 43.18%
December 31, 2020 43.18%
November 30, 2020 43.18%
October 31, 2020 43.18%
September 30, 2020 43.18%
August 31, 2020 43.18%
July 31, 2020 43.18%
June 30, 2020 43.18%
May 31, 2020 43.18%
April 30, 2020 43.18%
March 31, 2020 43.18%
February 29, 2020 20.91%
January 31, 2020 20.91%
December 31, 2019 20.91%
November 30, 2019 20.91%
October 31, 2019 20.91%
September 30, 2019 20.91%
Date Value
August 31, 2019 20.91%
July 31, 2019 20.91%
June 30, 2019 20.91%
May 31, 2019 20.91%
April 30, 2019 20.91%
March 31, 2019 20.91%
February 28, 2019 20.91%
January 31, 2019 20.91%
December 31, 2018 20.91%
November 30, 2018 16.89%
October 31, 2018 16.89%
September 30, 2018 16.89%
August 31, 2018 16.89%
July 31, 2018 16.89%
June 30, 2018 16.89%
May 31, 2018 16.89%
April 30, 2018 16.89%
March 31, 2018 16.89%
February 28, 2018 16.89%
January 31, 2018 16.89%
December 31, 2017 16.89%
November 30, 2017 16.89%
October 31, 2017 16.89%
September 30, 2017 16.89%
August 31, 2017 16.89%

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

16.89%
Minimum
Oct 2016
43.18%
Maximum
Mar 2020
26.22%
Average
20.91%
Median
Dec 2018