Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
August 31, 2021 33.87%
July 31, 2021 33.87%
June 30, 2021 33.87%
May 31, 2021 33.87%
April 30, 2021 33.87%
March 31, 2021 33.87%
February 28, 2021 33.87%
January 31, 2021 33.87%
December 31, 2020 33.87%
November 30, 2020 33.87%
October 31, 2020 33.87%
September 30, 2020 33.87%
August 31, 2020 33.87%
July 31, 2020 33.87%
June 30, 2020 33.87%
May 31, 2020 33.87%
April 30, 2020 33.87%
March 31, 2020 33.87%
February 29, 2020 13.73%
January 31, 2020 13.73%
December 31, 2019 13.73%
November 30, 2019 13.73%
October 31, 2019 13.73%
September 30, 2019 13.73%
August 31, 2019 13.73%
Date Value
July 31, 2019 13.73%
June 30, 2019 13.73%
May 31, 2019 13.73%
April 30, 2019 13.73%
March 31, 2019 13.73%
February 28, 2019 13.73%
January 31, 2019 13.73%
December 31, 2018 13.73%
November 30, 2018 13.73%
October 31, 2018 13.73%
September 30, 2018 13.73%
August 31, 2018 13.73%
July 31, 2018 13.73%
June 30, 2018 13.73%
May 31, 2018 13.73%
April 30, 2018 13.73%
March 31, 2018 13.73%
February 28, 2018 13.73%
January 31, 2018 13.73%
December 31, 2017 13.73%
November 30, 2017 13.73%
October 31, 2017 13.73%
September 30, 2017 13.73%
August 31, 2017 13.73%
July 31, 2017 13.73%

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

13.73%
Minimum
Sep 2016
33.87%
Maximum
Mar 2020
19.77%
Average
13.73%
Median
Sep 2016