Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
August 31, 2021 35.03%
July 31, 2021 35.03%
June 30, 2021 35.03%
May 31, 2021 35.03%
April 30, 2021 35.03%
March 31, 2021 35.03%
February 28, 2021 35.03%
January 31, 2021 35.03%
December 31, 2020 35.03%
November 30, 2020 35.03%
October 31, 2020 35.03%
September 30, 2020 35.03%
August 31, 2020 35.03%
July 31, 2020 35.03%
June 30, 2020 35.03%
May 31, 2020 35.03%
April 30, 2020 35.03%
March 31, 2020 35.03%
February 29, 2020 17.60%
January 31, 2020 17.60%
December 31, 2019 17.60%
November 30, 2019 17.60%
October 31, 2019 17.60%
September 30, 2019 17.60%
August 31, 2019 17.60%
Date Value
July 31, 2019 17.60%
June 30, 2019 17.60%
May 31, 2019 17.60%
April 30, 2019 17.60%
March 31, 2019 17.60%
February 28, 2019 17.60%
January 31, 2019 17.60%
December 31, 2018 17.60%
November 30, 2018 14.12%
October 31, 2018 14.12%
September 30, 2018 14.12%
August 31, 2018 14.12%
July 31, 2018 14.12%
June 30, 2018 14.12%
May 31, 2018 14.12%
April 30, 2018 14.12%
March 31, 2018 14.12%
February 28, 2018 14.12%
January 31, 2018 14.12%
December 31, 2017 14.12%
November 30, 2017 14.12%
October 31, 2017 14.12%
September 30, 2017 14.12%
August 31, 2017 14.12%
July 31, 2017 14.12%

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

14.12%
Minimum
Sep 2016
35.03%
Maximum
Mar 2020
21.27%
Average
17.60%
Median
Dec 2018