Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
August 31, 2021 45.03%
July 31, 2021 45.03%
June 30, 2021 45.03%
May 31, 2021 45.03%
April 30, 2021 45.03%
March 31, 2021 45.03%
February 28, 2021 45.03%
January 31, 2021 45.03%
December 31, 2020 45.03%
November 30, 2020 45.03%
October 31, 2020 45.03%
September 30, 2020 45.03%
August 31, 2020 45.03%
July 31, 2020 45.03%
June 30, 2020 45.03%
May 31, 2020 45.03%
April 30, 2020 45.03%
March 31, 2020 45.03%
February 29, 2020 40.10%
January 31, 2020 40.10%
December 31, 2019 40.10%
November 30, 2019 40.10%
October 31, 2019 40.10%
September 30, 2019 40.10%
August 31, 2019 40.10%
Date Value
July 31, 2019 40.10%
June 30, 2019 40.10%
May 31, 2019 40.10%
April 30, 2019 40.10%
March 31, 2019 40.10%
February 28, 2019 40.10%
January 31, 2019 40.10%
December 31, 2018 40.10%
November 30, 2018 40.10%
October 31, 2018 40.10%
September 30, 2018 40.10%
August 31, 2018 40.10%
July 31, 2018 40.10%
June 30, 2018 40.10%
May 31, 2018 40.10%
April 30, 2018 40.10%
March 31, 2018 46.07%
February 28, 2018 51.57%
January 31, 2018 60.10%
December 31, 2017 61.53%
November 30, 2017 62.18%
October 31, 2017 64.48%
September 30, 2017 67.37%
August 31, 2017 70.33%
July 31, 2017 74.13%

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

40.10%
Minimum
Apr 2018
75.00%
Maximum
Sep 2016
50.64%
Average
45.03%
Median
Mar 2020