Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2021 12.05%
June 30, 2021 12.05%
May 31, 2021 12.05%
April 30, 2021 12.05%
March 31, 2021 12.05%
February 28, 2021 12.05%
January 31, 2021 12.05%
December 31, 2020 12.05%
November 30, 2020 12.05%
October 31, 2020 12.05%
September 30, 2020 12.74%
August 31, 2020 13.82%
July 31, 2020 13.82%
June 30, 2020 13.93%
May 31, 2020 15.38%
April 30, 2020 15.38%
March 31, 2020 15.38%
February 29, 2020 15.38%
January 31, 2020 15.38%
December 31, 2019 15.38%
November 30, 2019 15.38%
October 31, 2019 15.38%
September 30, 2019 15.38%
August 31, 2019 15.38%
July 31, 2019 15.38%
Date Value
June 30, 2019 15.38%
May 31, 2019 15.38%
April 30, 2019 15.38%
March 31, 2019 15.38%
February 28, 2019 15.38%
January 31, 2019 15.38%
December 31, 2018 15.38%
November 30, 2018 15.38%
October 31, 2018 15.46%
September 30, 2018 17.74%
August 31, 2018 17.74%
July 31, 2018 17.74%
June 30, 2018 19.02%
May 31, 2018 19.02%
April 30, 2018 19.02%
March 31, 2018 19.02%
February 28, 2018 19.02%
January 31, 2018 19.02%
December 31, 2017 19.02%
November 30, 2017 19.02%
October 31, 2017 19.02%
September 30, 2017 19.02%
August 31, 2017 19.02%
July 31, 2017 19.02%
June 30, 2017 19.02%

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

12.05%
Minimum
Oct 2020
19.02%
Maximum
Aug 2016
16.22%
Average
15.38%
Median
Nov 2018