Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
August 31, 2021 42.84%
July 31, 2021 42.84%
June 30, 2021 42.84%
May 31, 2021 42.84%
April 30, 2021 42.84%
March 31, 2021 42.84%
February 28, 2021 42.84%
January 31, 2021 42.84%
December 31, 2020 42.84%
November 30, 2020 42.84%
October 31, 2020 42.84%
September 30, 2020 42.84%
August 31, 2020 42.84%
July 31, 2020 42.84%
June 30, 2020 42.84%
May 31, 2020 42.84%
April 30, 2020 42.84%
March 31, 2020 42.84%
February 29, 2020 23.10%
January 31, 2020 23.10%
December 31, 2019 23.10%
November 30, 2019 23.10%
October 31, 2019 23.10%
September 30, 2019 23.10%
August 31, 2019 23.10%
Date Value
July 31, 2019 23.10%
June 30, 2019 23.10%
May 31, 2019 23.10%
April 30, 2019 23.10%
March 31, 2019 23.10%
February 28, 2019 23.10%
January 31, 2019 23.10%
December 31, 2018 23.10%
November 30, 2018 19.73%
October 31, 2018 19.73%
September 30, 2018 19.73%
August 31, 2018 19.73%
July 31, 2018 19.73%
June 30, 2018 19.73%
May 31, 2018 19.73%
April 30, 2018 19.73%
March 31, 2018 19.73%
February 28, 2018 19.73%
January 31, 2018 19.73%
December 31, 2017 19.73%
November 30, 2017 19.73%
October 31, 2017 19.73%
September 30, 2017 19.73%
August 31, 2017 19.73%
July 31, 2017 19.73%

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

19.73%
Minimum
Sep 2016
42.84%
Maximum
Mar 2020
27.51%
Average
23.10%
Median
Dec 2018