Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
August 31, 2021 28.22%
July 31, 2021 28.22%
June 30, 2021 28.22%
May 31, 2021 28.22%
April 30, 2021 28.22%
March 31, 2021 28.22%
February 28, 2021 28.22%
January 31, 2021 28.22%
December 31, 2020 28.22%
November 30, 2020 28.22%
October 31, 2020 28.22%
September 30, 2020 28.22%
August 31, 2020 28.22%
July 31, 2020 28.22%
June 30, 2020 28.22%
May 31, 2020 28.22%
April 30, 2020 28.22%
March 31, 2020 28.22%
February 29, 2020 13.10%
January 31, 2020 13.10%
December 31, 2019 13.10%
November 30, 2019 13.10%
October 31, 2019 13.10%
September 30, 2019 13.10%
August 31, 2019 13.10%
Date Value
July 31, 2019 14.13%
June 30, 2019 14.13%
May 31, 2019 14.13%
April 30, 2019 14.13%
March 31, 2019 14.13%
February 28, 2019 14.13%
January 31, 2019 14.13%
December 31, 2018 14.13%
November 30, 2018 15.52%
October 31, 2018 15.70%
September 30, 2018 19.62%
August 31, 2018 19.62%
July 31, 2018 21.06%
June 30, 2018 22.82%
May 31, 2018 22.82%
April 30, 2018 22.82%
March 31, 2018 22.82%
February 28, 2018 22.82%
January 31, 2018 22.82%
December 31, 2017 22.82%
November 30, 2017 22.82%
October 31, 2017 22.82%
September 30, 2017 22.82%
August 31, 2017 22.82%
July 31, 2017 22.82%

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

13.10%
Minimum
Aug 2019
28.22%
Maximum
Mar 2020
21.77%
Average
22.82%
Median
Sep 2016