Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
August 31, 2021 45.99%
July 31, 2021 45.99%
June 30, 2021 45.99%
May 31, 2021 45.99%
April 30, 2021 45.99%
March 31, 2021 45.99%
February 28, 2021 45.99%
January 31, 2021 45.99%
December 31, 2020 45.99%
November 30, 2020 45.99%
October 31, 2020 45.99%
September 30, 2020 45.99%
August 31, 2020 45.99%
July 31, 2020 45.99%
June 30, 2020 45.99%
May 31, 2020 45.99%
April 30, 2020 45.99%
March 31, 2020 45.99%
February 29, 2020 22.74%
January 31, 2020 22.74%
December 31, 2019 22.74%
November 30, 2019 22.74%
October 31, 2019 22.74%
September 30, 2019 22.74%
August 31, 2019 22.74%
Date Value
July 31, 2019 22.74%
June 30, 2019 22.74%
May 31, 2019 22.74%
April 30, 2019 22.74%
March 31, 2019 22.74%
February 28, 2019 22.74%
January 31, 2019 22.74%
December 31, 2018 22.74%
November 30, 2018 21.21%
October 31, 2018 21.21%
September 30, 2018 21.21%
August 31, 2018 21.21%
July 31, 2018 21.21%
June 30, 2018 21.21%
May 31, 2018 21.21%
April 30, 2018 21.21%
March 31, 2018 21.21%
February 28, 2018 21.21%
January 31, 2018 21.21%
December 31, 2017 21.21%
November 30, 2017 21.21%
October 31, 2017 21.21%
September 30, 2017 21.21%
August 31, 2017 21.21%
July 31, 2017 21.21%

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

21.21%
Minimum
Sep 2016
45.99%
Maximum
Mar 2020
29.03%
Average
22.74%
Median
Dec 2018