Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2021 42.41%
August 31, 2021 42.41%
July 31, 2021 42.41%
June 30, 2021 42.41%
May 31, 2021 42.41%
April 30, 2021 42.41%
March 31, 2021 42.41%
February 28, 2021 42.41%
January 31, 2021 42.41%
December 31, 2020 42.41%
November 30, 2020 42.41%
October 31, 2020 42.41%
September 30, 2020 42.41%
August 31, 2020 42.41%
July 31, 2020 42.41%
June 30, 2020 42.41%
May 31, 2020 42.41%
April 30, 2020 42.41%
March 31, 2020 42.41%
February 29, 2020 16.53%
January 31, 2020 16.53%
December 31, 2019 16.53%
November 30, 2019 16.53%
October 31, 2019 16.53%
September 30, 2019 16.53%
Date Value
August 31, 2019 16.53%
July 31, 2019 16.53%
June 30, 2019 16.53%
May 31, 2019 16.53%
April 30, 2019 16.53%
March 31, 2019 16.53%
February 28, 2019 16.53%
January 31, 2019 16.53%
December 31, 2018 16.53%
November 30, 2018 16.53%
October 31, 2018 16.53%
September 30, 2018 16.53%
August 31, 2018 16.53%
July 31, 2018 16.53%
June 30, 2018 16.53%
May 31, 2018 17.04%
April 30, 2018 17.04%
March 31, 2018 17.04%
February 28, 2018 17.04%
January 31, 2018 17.04%
December 31, 2017 17.04%
November 30, 2017 17.04%
October 31, 2017 17.04%
September 30, 2017 17.04%
August 31, 2017 17.04%

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

16.53%
Minimum
Jun 2018
42.41%
Maximum
Mar 2020
24.90%
Average
17.04%
Median
Oct 2016