Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2021 57.15%
June 30, 2021 57.15%
May 31, 2021 57.15%
April 30, 2021 57.15%
March 31, 2021 57.15%
February 28, 2021 57.15%
January 31, 2021 57.15%
December 31, 2020 57.15%
November 30, 2020 57.15%
October 31, 2020 57.15%
September 30, 2020 57.15%
August 31, 2020 57.15%
July 31, 2020 57.15%
June 30, 2020 57.15%
May 31, 2020 57.15%
April 30, 2020 57.15%
March 31, 2020 57.15%
February 29, 2020 30.54%
January 31, 2020 28.93%
December 31, 2019 28.93%
November 30, 2019 28.93%
October 31, 2019 28.93%
September 30, 2019 28.93%
August 31, 2019 28.93%
July 31, 2019 28.93%
Date Value
June 30, 2019 28.93%
May 31, 2019 28.93%
April 30, 2019 28.93%
March 31, 2019 28.93%
February 28, 2019 28.93%
January 31, 2019 28.93%
December 31, 2018 28.93%
November 30, 2018 23.33%
October 31, 2018 23.33%
September 30, 2018 23.33%
August 31, 2018 23.33%
July 31, 2018 23.33%
June 30, 2018 23.33%
May 31, 2018 23.33%
April 30, 2018 23.33%
March 31, 2018 23.33%
February 28, 2018 23.33%
January 31, 2018 23.33%
December 31, 2017 23.33%
November 30, 2017 23.33%
October 31, 2017 23.33%
September 30, 2017 23.33%
August 31, 2017 23.33%
July 31, 2017 23.33%
June 30, 2017 23.33%

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

23.33%
Minimum
Aug 2016
57.15%
Maximum
Mar 2020
34.34%
Average
28.93%
Median
Dec 2018