Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
August 31, 2021 36.15%
July 31, 2021 36.15%
June 30, 2021 36.15%
May 31, 2021 36.15%
April 30, 2021 36.15%
March 31, 2021 36.15%
February 28, 2021 36.15%
January 31, 2021 36.15%
December 31, 2020 36.15%
November 30, 2020 36.15%
October 31, 2020 36.15%
September 30, 2020 36.15%
August 31, 2020 36.15%
July 31, 2020 36.15%
June 30, 2020 36.15%
May 31, 2020 36.15%
April 30, 2020 36.15%
March 31, 2020 36.15%
February 29, 2020 16.40%
January 31, 2020 16.40%
December 31, 2019 16.40%
November 30, 2019 16.40%
October 31, 2019 16.40%
September 30, 2019 16.40%
August 31, 2019 15.11%
Date Value
July 31, 2019 15.11%
June 30, 2019 15.11%
May 31, 2019 16.40%
April 30, 2019 16.40%
March 31, 2019 16.40%
February 28, 2019 16.40%
January 31, 2019 16.40%
December 31, 2018 16.40%
November 30, 2018 16.40%
October 31, 2018 16.40%
September 30, 2018 16.40%
August 31, 2018 16.40%
July 31, 2018 16.40%
June 30, 2018 16.40%
May 31, 2018 16.40%
April 30, 2018 16.40%
March 31, 2018 16.40%
February 28, 2018 16.40%
January 31, 2018 16.40%
December 31, 2017 16.40%
November 30, 2017 16.40%
October 31, 2017 16.40%
September 30, 2017 16.40%
August 31, 2017 16.40%
July 31, 2017 16.40%

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

15.11%
Minimum
Jun 2019
36.15%
Maximum
Mar 2020
22.26%
Average
16.40%
Median
Sep 2016