Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
August 31, 2021 30.49%
July 31, 2021 30.49%
June 30, 2021 30.49%
May 31, 2021 30.49%
April 30, 2021 30.49%
March 31, 2021 30.49%
February 28, 2021 30.49%
January 31, 2021 30.49%
December 31, 2020 30.49%
November 30, 2020 30.49%
October 31, 2020 30.49%
September 30, 2020 30.49%
August 31, 2020 30.49%
July 31, 2020 30.49%
June 30, 2020 30.49%
May 31, 2020 30.49%
April 30, 2020 30.49%
March 31, 2020 30.49%
February 29, 2020 21.14%
January 31, 2020 21.14%
December 31, 2019 21.14%
November 30, 2019 21.14%
October 31, 2019 21.14%
September 30, 2019 21.14%
August 31, 2019 21.14%
Date Value
July 31, 2019 21.14%
June 30, 2019 21.14%
May 31, 2019 21.14%
April 30, 2019 21.14%
March 31, 2019 21.14%
February 28, 2019 21.14%
January 31, 2019 21.14%
December 31, 2018 21.14%
November 30, 2018 21.14%
October 31, 2018 21.14%
September 30, 2018 21.14%
August 31, 2018 21.14%
July 31, 2018 21.14%
June 30, 2018 21.14%
May 31, 2018 21.14%
April 30, 2018 21.14%
March 31, 2018 21.14%
February 28, 2018 21.14%
January 31, 2018 21.14%
December 31, 2017 21.14%
November 30, 2017 21.14%
October 31, 2017 21.14%
September 30, 2017 21.14%
August 31, 2017 21.14%
July 31, 2017 21.14%

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

21.14%
Minimum
Sep 2016
30.49%
Maximum
Mar 2020
23.94%
Average
21.14%
Median
Sep 2016