Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
August 31, 2021 42.46%
July 31, 2021 42.46%
June 30, 2021 42.46%
May 31, 2021 42.46%
April 30, 2021 42.46%
March 31, 2021 42.46%
February 28, 2021 42.46%
January 31, 2021 42.46%
December 31, 2020 42.46%
November 30, 2020 42.46%
October 31, 2020 42.46%
September 30, 2020 42.46%
August 31, 2020 42.46%
July 31, 2020 42.46%
June 30, 2020 42.46%
May 31, 2020 42.46%
April 30, 2020 42.46%
March 31, 2020 42.46%
February 29, 2020 24.42%
January 31, 2020 24.42%
December 31, 2019 24.42%
November 30, 2019 24.42%
October 31, 2019 24.42%
September 30, 2019 24.42%
August 31, 2019 24.42%
Date Value
July 31, 2019 24.42%
June 30, 2019 24.42%
May 31, 2019 24.42%
April 30, 2019 24.42%
March 31, 2019 24.42%
February 28, 2019 24.42%
January 31, 2019 24.42%
December 31, 2018 24.42%
November 30, 2018 19.37%
October 31, 2018 19.37%
September 30, 2018 19.37%
August 31, 2018 19.37%
July 31, 2018 19.37%
June 30, 2018 19.37%
May 31, 2018 19.37%
April 30, 2018 19.37%
March 31, 2018 19.37%
February 28, 2018 19.37%
January 31, 2018 19.37%
December 31, 2017 19.37%
November 30, 2017 19.37%
October 31, 2017 19.37%
September 30, 2017 19.37%
August 31, 2017 19.37%
July 31, 2017 19.37%

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

19.37%
Minimum
Sep 2016
42.46%
Maximum
Mar 2020
27.56%
Average
24.42%
Median
Dec 2018

Max Drawdown (5Y) Related Metrics