Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
August 31, 2021 29.22%
July 31, 2021 29.22%
June 30, 2021 29.22%
May 31, 2021 29.22%
April 30, 2021 29.22%
March 31, 2021 29.22%
February 28, 2021 29.22%
January 31, 2021 29.22%
December 31, 2020 29.22%
November 30, 2020 29.22%
October 31, 2020 29.22%
September 30, 2020 29.22%
August 31, 2020 29.22%
July 31, 2020 29.22%
June 30, 2020 29.22%
May 31, 2020 29.22%
April 30, 2020 29.22%
March 31, 2020 29.22%
February 29, 2020 8.18%
January 31, 2020 8.18%
December 31, 2019 8.18%
November 30, 2019 8.18%
October 31, 2019 8.18%
September 30, 2019 8.18%
August 31, 2019 8.18%
Date Value
July 31, 2019 8.18%
June 30, 2019 8.18%
May 31, 2019 8.18%
April 30, 2019 8.18%
March 31, 2019 8.18%
February 28, 2019 8.18%
January 31, 2019 8.18%
December 31, 2018 8.18%
November 30, 2018 5.35%
October 31, 2018 4.10%
September 30, 2018 4.10%
August 31, 2018 4.10%
July 31, 2018 4.10%
June 30, 2018 4.10%
May 31, 2018 4.10%
April 30, 2018 4.10%
March 31, 2018 4.10%
February 28, 2018 4.10%
January 31, 2018 4.10%
December 31, 2017 4.10%
November 30, 2017 4.10%
October 31, 2017 4.10%
September 30, 2017 4.10%
August 31, 2017 4.10%
July 31, 2017 4.10%

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

3.17%
Minimum
Sep 2016
29.22%
Maximum
Mar 2020
12.65%
Average
8.18%
Median
Dec 2018