Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
August 31, 2021 50.62%
July 31, 2021 49.74%
June 30, 2021 49.25%
May 31, 2021 48.95%
April 30, 2021 48.95%
March 31, 2021 48.95%
February 28, 2021 48.95%
January 31, 2021 48.95%
December 31, 2020 48.95%
November 30, 2020 48.33%
October 31, 2020 47.42%
September 30, 2020 47.42%
August 31, 2020 47.42%
July 31, 2020 45.53%
June 30, 2020 45.34%
May 31, 2020 45.34%
April 30, 2020 45.34%
March 31, 2020 45.34%
February 29, 2020 45.34%
January 31, 2020 45.34%
December 31, 2019 45.34%
November 30, 2019 45.34%
October 31, 2019 45.34%
September 30, 2019 45.34%
August 31, 2019 45.34%
Date Value
July 31, 2019 45.34%
June 30, 2019 45.34%
May 31, 2019 45.34%
April 30, 2019 45.34%
March 31, 2019 45.34%
February 28, 2019 45.34%
January 31, 2019 45.34%
December 31, 2018 45.34%
November 30, 2018 46.97%
October 31, 2018 55.70%
September 30, 2018 55.89%
August 31, 2018 55.89%
July 31, 2018 55.89%
June 30, 2018 55.89%
May 31, 2018 55.89%
April 30, 2018 55.89%
March 31, 2018 55.89%
February 28, 2018 55.89%
January 31, 2018 55.89%
December 31, 2017 55.89%
November 30, 2017 55.89%
October 31, 2017 55.89%
September 30, 2017 55.89%
August 31, 2017 55.89%
July 31, 2017 55.89%

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

45.34%
Minimum
Dec 2018
55.89%
Maximum
Sep 2016
50.68%
Average
48.95%
Median
Dec 2020