Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
September 30, 2021 38.54%
August 31, 2021 38.54%
July 31, 2021 38.54%
June 30, 2021 38.54%
May 31, 2021 38.54%
April 30, 2021 38.54%
March 31, 2021 38.54%
February 28, 2021 38.54%
January 31, 2021 38.54%
December 31, 2020 38.54%
November 30, 2020 38.54%
October 31, 2020 38.54%
September 30, 2020 38.54%
August 31, 2020 38.54%
July 31, 2020 38.54%
June 30, 2020 38.54%
May 31, 2020 38.54%
April 30, 2020 38.54%
March 31, 2020 38.54%
February 29, 2020 19.89%
January 31, 2020 19.89%
December 31, 2019 19.89%
November 30, 2019 19.89%
October 31, 2019 19.89%
September 30, 2019 19.89%
Date Value
August 31, 2019 19.89%
July 31, 2019 19.89%
June 30, 2019 19.89%
May 31, 2019 19.89%
April 30, 2019 19.89%
March 31, 2019 19.89%
February 28, 2019 19.89%
January 31, 2019 19.89%
December 31, 2018 19.89%
November 30, 2018 18.39%
October 31, 2018 18.39%
September 30, 2018 18.39%
August 31, 2018 18.39%
July 31, 2018 18.39%
June 30, 2018 18.39%
May 31, 2018 18.39%
April 30, 2018 18.39%
March 31, 2018 18.39%
February 28, 2018 18.39%
January 31, 2018 18.39%
December 31, 2017 18.39%
November 30, 2017 18.39%
October 31, 2017 18.39%
September 30, 2017 18.39%
August 31, 2017 18.39%

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

18.39%
Minimum
Apr 2017
38.54%
Maximum
Mar 2020
25.42%
Average
19.89%
Median
Dec 2018