Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2021 40.67%
June 30, 2021 40.67%
May 31, 2021 40.67%
April 30, 2021 40.67%
March 31, 2021 40.67%
February 28, 2021 40.67%
January 31, 2021 40.67%
December 31, 2020 40.67%
November 30, 2020 40.67%
October 31, 2020 40.67%
September 30, 2020 40.67%
August 31, 2020 40.67%
July 31, 2020 40.67%
June 30, 2020 40.67%
May 31, 2020 40.67%
April 30, 2020 40.67%
March 31, 2020 40.67%
February 29, 2020 21.31%
January 31, 2020 21.31%
December 31, 2019 21.31%
November 30, 2019 21.31%
October 31, 2019 21.31%
September 30, 2019 21.31%
August 31, 2019 21.31%
July 31, 2019 21.31%
Date Value
June 30, 2019 21.31%
May 31, 2019 21.31%
April 30, 2019 21.31%
March 31, 2019 21.31%
February 28, 2019 21.31%
January 31, 2019 21.31%
December 31, 2018 21.31%
November 30, 2018 18.70%
October 31, 2018 18.70%
September 30, 2018 18.70%
August 31, 2018 18.70%
July 31, 2018 18.70%
June 30, 2018 18.70%
May 31, 2018 18.70%
April 30, 2018 18.70%
March 31, 2018 18.70%
February 28, 2018 18.70%
January 31, 2018 18.70%
December 31, 2017 18.70%
November 30, 2017 18.70%
October 31, 2017 18.70%
September 30, 2017 18.70%
August 31, 2017 18.70%
July 31, 2017 18.70%
June 30, 2017 18.70%

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

18.70%
Minimum
Oct 2016
40.67%
Maximum
Mar 2020
25.65%
Average
21.31%
Median
Dec 2018