Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2021 46.89%
June 30, 2021 46.89%
May 31, 2021 46.89%
April 30, 2021 46.89%
March 31, 2021 46.89%
February 28, 2021 46.89%
January 31, 2021 46.89%
December 31, 2020 46.89%
November 30, 2020 46.89%
October 31, 2020 46.89%
September 30, 2020 46.89%
August 31, 2020 46.89%
July 31, 2020 46.89%
June 30, 2020 46.89%
May 31, 2020 46.89%
April 30, 2020 46.89%
March 31, 2020 46.89%
February 29, 2020 26.99%
January 31, 2020 26.99%
December 31, 2019 26.99%
November 30, 2019 26.99%
October 31, 2019 26.99%
September 30, 2019 26.99%
August 31, 2019 26.99%
July 31, 2019 26.99%
Date Value
June 30, 2019 26.99%
May 31, 2019 26.99%
April 30, 2019 26.99%
March 31, 2019 26.99%
February 28, 2019 26.99%
January 31, 2019 26.99%
December 31, 2018 26.99%
November 30, 2018 21.76%
October 31, 2018 21.76%
September 30, 2018 21.76%
August 31, 2018 21.76%
July 31, 2018 21.76%
June 30, 2018 21.76%
May 31, 2018 21.76%
April 30, 2018 21.76%
March 31, 2018 21.76%
February 28, 2018 21.76%
January 31, 2018 21.76%
December 31, 2017 21.76%
November 30, 2017 21.76%
October 31, 2017 21.76%
September 30, 2017 21.76%
August 31, 2017 21.76%
July 31, 2017 21.76%
June 30, 2017 21.76%

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

21.76%
Minimum
Aug 2016
46.89%
Maximum
Mar 2020
30.19%
Average
26.99%
Median
Dec 2018