Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
August 31, 2021 39.39%
July 31, 2021 39.39%
June 30, 2021 39.39%
May 31, 2021 39.39%
April 30, 2021 39.39%
March 31, 2021 39.39%
February 28, 2021 39.39%
January 31, 2021 39.39%
December 31, 2020 39.39%
November 30, 2020 39.39%
October 31, 2020 39.39%
September 30, 2020 39.39%
August 31, 2020 39.39%
July 31, 2020 39.39%
June 30, 2020 39.39%
May 31, 2020 39.39%
April 30, 2020 39.39%
March 31, 2020 39.39%
February 29, 2020 19.33%
January 31, 2020 19.33%
December 31, 2019 19.33%
November 30, 2019 19.33%
October 31, 2019 19.33%
September 30, 2019 19.33%
August 31, 2019 19.33%
Date Value
July 31, 2019 19.33%
June 30, 2019 19.33%
May 31, 2019 19.33%
April 30, 2019 19.33%
March 31, 2019 19.33%
February 28, 2019 19.33%
January 31, 2019 19.33%
December 31, 2018 19.33%
November 30, 2018 17.97%
October 31, 2018 17.97%
September 30, 2018 17.97%
August 31, 2018 17.97%
July 31, 2018 17.97%
June 30, 2018 17.97%
May 31, 2018 17.97%
April 30, 2018 17.97%
March 31, 2018 17.97%
February 28, 2018 17.97%
January 31, 2018 17.97%
December 31, 2017 17.97%
November 30, 2017 17.97%
October 31, 2017 17.97%
September 30, 2017 17.97%
August 31, 2017 17.97%
July 31, 2017 17.97%

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

17.97%
Minimum
Sep 2016
39.39%
Maximum
Mar 2020
24.73%
Average
19.33%
Median
Dec 2018