Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2021 37.63%
August 31, 2021 37.63%
July 31, 2021 37.63%
June 30, 2021 37.63%
May 31, 2021 37.63%
April 30, 2021 37.63%
March 31, 2021 37.63%
February 28, 2021 37.63%
January 31, 2021 37.63%
December 31, 2020 37.63%
November 30, 2020 37.63%
October 31, 2020 37.63%
September 30, 2020 37.63%
August 31, 2020 37.63%
July 31, 2020 37.63%
June 30, 2020 37.63%
May 31, 2020 37.63%
April 30, 2020 37.63%
March 31, 2020 37.63%
February 29, 2020 15.80%
January 31, 2020 15.80%
December 31, 2019 15.80%
November 30, 2019 15.80%
October 31, 2019 15.80%
September 30, 2019 15.80%
Date Value
August 31, 2019 15.80%
July 31, 2019 15.80%
June 30, 2019 15.80%
May 31, 2019 15.80%
April 30, 2019 15.80%
March 31, 2019 15.80%
February 28, 2019 15.80%
January 31, 2019 15.80%
December 31, 2018 15.80%
November 30, 2018 15.80%
October 31, 2018 15.80%
September 30, 2018 15.80%
August 31, 2018 15.80%
July 31, 2018 15.80%
June 30, 2018 16.63%
May 31, 2018 17.22%
April 30, 2018 17.22%
March 31, 2018 17.22%
February 28, 2018 17.22%
January 31, 2018 17.22%
December 31, 2017 17.22%
November 30, 2017 17.22%
October 31, 2017 17.22%
September 30, 2017 17.22%
August 31, 2017 17.22%

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

15.80%
Minimum
Jul 2018
37.63%
Maximum
Mar 2020
23.20%
Average
17.22%
Median
Oct 2016