Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
August 31, 2021 33.47%
July 31, 2021 33.47%
June 30, 2021 33.47%
May 31, 2021 33.47%
April 30, 2021 33.47%
March 31, 2021 33.47%
February 28, 2021 33.47%
January 31, 2021 33.47%
December 31, 2020 33.47%
November 30, 2020 33.47%
October 31, 2020 33.47%
September 30, 2020 33.47%
August 31, 2020 33.47%
July 31, 2020 33.47%
June 30, 2020 33.47%
May 31, 2020 33.47%
April 30, 2020 33.47%
March 31, 2020 33.47%
February 29, 2020 17.98%
January 31, 2020 17.98%
December 31, 2019 17.98%
November 30, 2019 17.98%
October 31, 2019 17.98%
September 30, 2019 17.98%
August 31, 2019 17.98%
Date Value
July 31, 2019 17.98%
June 30, 2019 17.98%
May 31, 2019 17.98%
April 30, 2019 17.98%
March 31, 2019 17.98%
February 28, 2019 17.98%
January 31, 2019 17.98%
December 31, 2018 17.98%
November 30, 2018 12.05%
October 31, 2018 12.05%
September 30, 2018 12.05%
August 31, 2018 12.05%
July 31, 2018 12.05%
June 30, 2018 12.05%
May 31, 2018 12.05%
April 30, 2018 12.05%
March 31, 2018 12.05%
February 28, 2018 12.05%
January 31, 2018 12.05%
December 31, 2017 12.05%
November 30, 2017 12.05%
October 31, 2017 12.05%
September 30, 2017 12.05%
August 31, 2017 12.05%
July 31, 2017 12.05%

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

12.05%
Minimum
Oct 2016
33.47%
Maximum
Mar 2020
20.01%
Average
17.98%
Median
Dec 2018