Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
August 31, 2021 48.88%
July 31, 2021 48.88%
June 30, 2021 48.88%
May 31, 2021 48.88%
April 30, 2021 48.88%
March 31, 2021 48.88%
February 28, 2021 48.88%
January 31, 2021 48.88%
December 31, 2020 48.88%
November 30, 2020 48.88%
October 31, 2020 48.88%
September 30, 2020 48.88%
August 31, 2020 48.88%
July 31, 2020 48.88%
June 30, 2020 48.88%
May 31, 2020 48.88%
April 30, 2020 48.88%
March 31, 2020 48.88%
February 29, 2020 29.21%
January 31, 2020 29.21%
December 31, 2019 29.21%
November 30, 2019 29.21%
October 31, 2019 29.21%
September 30, 2019 29.21%
August 31, 2019 29.21%
Date Value
July 31, 2019 29.21%
June 30, 2019 29.21%
May 31, 2019 29.21%
April 30, 2019 29.21%
March 31, 2019 29.21%
February 28, 2019 29.21%
January 31, 2019 29.21%
December 31, 2018 29.21%
November 30, 2018 28.10%
October 31, 2018 28.10%
September 30, 2018 28.10%
August 31, 2018 28.10%
July 31, 2018 28.10%
June 30, 2018 28.10%
May 31, 2018 28.10%
April 30, 2018 28.10%
March 31, 2018 28.10%
February 28, 2018 28.10%
January 31, 2018 28.10%
December 31, 2017 28.10%
November 30, 2017 28.10%
October 31, 2017 28.10%
September 30, 2017 28.10%
August 31, 2017 28.10%
July 31, 2017 28.10%

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

28.10%
Minimum
Sep 2016
48.88%
Maximum
Mar 2020
34.61%
Average
29.21%
Median
Dec 2018