Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
August 31, 2021 32.52%
July 31, 2021 32.52%
June 30, 2021 32.52%
May 31, 2021 32.52%
April 30, 2021 32.52%
March 31, 2021 32.52%
February 28, 2021 32.52%
January 31, 2021 32.52%
December 31, 2020 32.52%
November 30, 2020 32.52%
October 31, 2020 32.52%
September 30, 2020 32.52%
August 31, 2020 32.52%
July 31, 2020 32.52%
June 30, 2020 32.52%
May 31, 2020 32.52%
April 30, 2020 32.52%
March 31, 2020 32.52%
February 29, 2020 20.99%
January 31, 2020 20.99%
December 31, 2019 20.99%
November 30, 2019 20.99%
October 31, 2019 20.99%
September 30, 2019 20.99%
August 31, 2019 20.99%
Date Value
July 31, 2019 20.99%
June 30, 2019 20.99%
May 31, 2019 20.99%
April 30, 2019 20.99%
March 31, 2019 20.99%
February 28, 2019 20.99%
January 31, 2019 20.99%
December 31, 2018 20.99%
November 30, 2018 13.93%
October 31, 2018 13.93%
September 30, 2018 13.93%
August 31, 2018 13.93%
July 31, 2018 13.93%
June 30, 2018 13.93%
May 31, 2018 13.93%
April 30, 2018 13.93%
March 31, 2018 13.93%
February 28, 2018 13.93%
January 31, 2018 13.93%
December 31, 2017 13.93%
November 30, 2017 13.93%
October 31, 2017 13.93%
September 30, 2017 13.93%
August 31, 2017 13.93%
July 31, 2017 13.93%

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

13.93%
Minimum
Sep 2016
32.52%
Maximum
Mar 2020
21.28%
Average
20.99%
Median
Dec 2018