Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
August 31, 2021 43.06%
July 31, 2021 43.06%
June 30, 2021 43.06%
May 31, 2021 43.06%
April 30, 2021 43.06%
March 31, 2021 43.06%
February 28, 2021 43.06%
January 31, 2021 43.06%
December 31, 2020 43.06%
November 30, 2020 43.06%
October 31, 2020 43.06%
September 30, 2020 43.06%
August 31, 2020 43.06%
July 31, 2020 43.06%
June 30, 2020 43.06%
May 31, 2020 43.06%
April 30, 2020 43.06%
March 31, 2020 43.06%
February 29, 2020 27.22%
January 31, 2020 27.22%
December 31, 2019 27.22%
November 30, 2019 27.22%
October 31, 2019 27.22%
September 30, 2019 27.22%
August 31, 2019 27.22%
Date Value
July 31, 2019 27.22%
June 30, 2019 27.22%
May 31, 2019 27.22%
April 30, 2019 27.22%
March 31, 2019 27.22%
February 28, 2019 27.22%
January 31, 2019 27.22%
December 31, 2018 27.22%
November 30, 2018 26.40%
October 31, 2018 26.40%
September 30, 2018 26.40%
August 31, 2018 26.40%
July 31, 2018 26.40%
June 30, 2018 26.40%
May 31, 2018 26.40%
April 30, 2018 26.40%
March 31, 2018 26.40%
February 28, 2018 26.40%
January 31, 2018 26.40%
December 31, 2017 26.40%
November 30, 2017 26.40%
October 31, 2017 26.40%
September 30, 2017 26.40%
August 31, 2017 26.40%
July 31, 2017 26.40%

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

26.40%
Minimum
Sep 2016
43.06%
Maximum
Mar 2020
31.60%
Average
27.22%
Median
Dec 2018