Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2021 35.51%
August 31, 2021 35.51%
July 31, 2021 35.51%
June 30, 2021 35.51%
May 31, 2021 35.51%
April 30, 2021 35.51%
March 31, 2021 35.51%
February 28, 2021 35.51%
January 31, 2021 35.51%
December 31, 2020 35.51%
November 30, 2020 35.51%
October 31, 2020 35.51%
September 30, 2020 35.51%
August 31, 2020 35.51%
July 31, 2020 35.51%
June 30, 2020 35.51%
May 31, 2020 35.51%
April 30, 2020 35.51%
March 31, 2020 35.51%
February 29, 2020 19.40%
January 31, 2020 19.40%
December 31, 2019 19.40%
November 30, 2019 19.40%
October 31, 2019 19.40%
September 30, 2019 19.40%
Date Value
August 31, 2019 19.40%
July 31, 2019 19.40%
June 30, 2019 19.40%
May 31, 2019 19.40%
April 30, 2019 19.40%
March 31, 2019 19.40%
February 28, 2019 19.40%
January 31, 2019 19.40%
December 31, 2018 19.40%
November 30, 2018 19.40%
October 31, 2018 19.40%
September 30, 2018 19.40%
August 31, 2018 19.40%
July 31, 2018 19.40%
June 30, 2018 19.40%
May 31, 2018 19.40%
April 30, 2018 19.40%
March 31, 2018 19.40%
February 28, 2018 19.40%
January 31, 2018 19.40%
December 31, 2017 19.40%
November 30, 2017 19.40%
October 31, 2017 19.40%
September 30, 2017 19.40%
August 31, 2017 19.40%

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

19.40%
Minimum
Nov 2016
35.51%
Maximum
Mar 2020
24.51%
Average
19.40%
Median
Nov 2016

Max Drawdown (5Y) Benchmarks