Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2021 40.59%
August 31, 2021 40.59%
July 31, 2021 40.59%
June 30, 2021 40.59%
May 31, 2021 40.59%
April 30, 2021 40.59%
March 31, 2021 40.59%
February 28, 2021 40.59%
January 31, 2021 40.59%
December 31, 2020 40.59%
November 30, 2020 40.59%
October 31, 2020 40.59%
September 30, 2020 40.59%
August 31, 2020 40.59%
July 31, 2020 40.59%
June 30, 2020 40.59%
May 31, 2020 40.59%
April 30, 2020 40.59%
March 31, 2020 40.59%
February 29, 2020 22.18%
January 31, 2020 22.18%
December 31, 2019 22.18%
November 30, 2019 22.18%
October 31, 2019 22.18%
September 30, 2019 22.18%
Date Value
August 31, 2019 22.18%
July 31, 2019 22.18%
June 30, 2019 22.18%
May 31, 2019 22.18%
April 30, 2019 22.18%
March 31, 2019 22.18%
February 28, 2019 22.18%
January 31, 2019 22.18%
December 31, 2018 22.18%
November 30, 2018 17.82%
October 31, 2018 17.82%
September 30, 2018 17.82%
August 31, 2018 17.82%
July 31, 2018 17.82%
June 30, 2018 17.82%
May 31, 2018 17.82%
April 30, 2018 17.82%
March 31, 2018 17.82%
February 28, 2018 17.82%
January 31, 2018 17.82%
December 31, 2017 17.82%
November 30, 2017 17.82%
October 31, 2017 17.82%
September 30, 2017 17.82%
August 31, 2017 17.82%

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

17.82%
Minimum
Jun 2017
40.59%
Maximum
Mar 2020
26.91%
Average
22.18%
Median
Dec 2018