Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
August 31, 2021 33.69%
July 31, 2021 33.69%
June 30, 2021 33.69%
May 31, 2021 33.69%
April 30, 2021 33.69%
March 31, 2021 33.69%
February 28, 2021 33.69%
January 31, 2021 33.69%
December 31, 2020 33.69%
November 30, 2020 33.69%
October 31, 2020 33.69%
September 30, 2020 33.69%
August 31, 2020 33.69%
July 31, 2020 33.69%
June 30, 2020 33.69%
May 31, 2020 33.69%
April 30, 2020 33.69%
March 31, 2020 33.69%
February 29, 2020 15.98%
January 31, 2020 15.98%
December 31, 2019 15.98%
November 30, 2019 15.98%
October 31, 2019 15.98%
September 30, 2019 15.98%
August 31, 2019 15.98%
Date Value
July 31, 2019 15.98%
June 30, 2019 15.98%
May 31, 2019 15.98%
April 30, 2019 15.98%
March 31, 2019 15.98%
February 28, 2019 15.98%
January 31, 2019 15.98%
December 31, 2018 15.98%
November 30, 2018 12.46%
October 31, 2018 12.46%
September 30, 2018 12.46%
August 31, 2018 12.46%
July 31, 2018 12.46%
June 30, 2018 12.46%
May 31, 2018 12.46%
April 30, 2018 12.46%
March 31, 2018 12.46%
February 28, 2018 12.46%
January 31, 2018 12.46%
December 31, 2017 12.46%
November 30, 2017 12.46%
October 31, 2017 12.46%
September 30, 2017 12.46%
August 31, 2017 12.46%
July 31, 2017 12.46%

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

12.46%
Minimum
Sep 2016
33.69%
Maximum
Mar 2020
19.71%
Average
15.98%
Median
Dec 2018