Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2021 43.37%
June 30, 2021 43.37%
May 31, 2021 43.37%
April 30, 2021 43.37%
March 31, 2021 43.37%
February 28, 2021 43.37%
January 31, 2021 43.37%
December 31, 2020 43.37%
November 30, 2020 43.37%
October 31, 2020 43.37%
September 30, 2020 43.37%
August 31, 2020 43.37%
July 31, 2020 43.37%
June 30, 2020 43.37%
May 31, 2020 43.37%
April 30, 2020 43.37%
March 31, 2020 43.37%
February 29, 2020 24.80%
January 31, 2020 24.80%
December 31, 2019 24.80%
November 30, 2019 24.80%
October 31, 2019 24.80%
September 30, 2019 24.80%
August 31, 2019 24.80%
July 31, 2019 24.80%
Date Value
June 30, 2019 24.80%
May 31, 2019 24.80%
April 30, 2019 24.80%
March 31, 2019 24.80%
February 28, 2019 24.80%
January 31, 2019 24.80%
December 31, 2018 24.80%
November 30, 2018 19.09%
October 31, 2018 19.09%
September 30, 2018 19.09%
August 31, 2018 19.09%
July 31, 2018 19.09%
June 30, 2018 19.09%
May 31, 2018 19.09%
April 30, 2018 19.09%
March 31, 2018 19.09%
February 28, 2018 19.09%
January 31, 2018 19.09%
December 31, 2017 19.09%
November 30, 2017 19.09%
October 31, 2017 19.09%
September 30, 2017 19.09%
August 31, 2017 19.09%
July 31, 2017 19.09%
June 30, 2017 19.09%

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

19.09%
Minimum
Sep 2016
43.37%
Maximum
Mar 2020
27.45%
Average
24.80%
Median
Dec 2018