Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
August 31, 2021 63.36%
July 31, 2021 63.36%
June 30, 2021 63.36%
May 31, 2021 63.36%
April 30, 2021 63.36%
March 31, 2021 63.36%
February 28, 2021 63.36%
January 31, 2021 63.36%
December 31, 2020 63.36%
November 30, 2020 63.36%
October 31, 2020 63.36%
September 30, 2020 63.36%
August 31, 2020 63.36%
July 31, 2020 63.36%
June 30, 2020 63.36%
May 31, 2020 63.36%
April 30, 2020 63.36%
March 31, 2020 63.36%
February 29, 2020 33.71%
January 31, 2020 31.60%
December 31, 2019 31.60%
November 30, 2019 31.60%
October 31, 2019 31.60%
September 30, 2019 31.60%
August 31, 2019 31.60%
Date Value
July 31, 2019 31.29%
June 30, 2019 31.29%
May 31, 2019 31.29%
April 30, 2019 31.29%
March 31, 2019 31.29%
February 28, 2019 31.29%
January 31, 2019 31.29%
December 31, 2018 31.29%
November 30, 2018 30.97%
October 31, 2018 30.97%
September 30, 2018 30.97%
August 31, 2018 30.97%
July 31, 2018 30.97%
June 30, 2018 30.97%
May 31, 2018 30.97%
April 30, 2018 30.97%
March 31, 2018 30.97%
February 28, 2018 30.97%
January 31, 2018 30.97%
December 31, 2017 30.97%
November 30, 2017 30.97%
October 31, 2017 30.97%
September 30, 2017 30.97%
August 31, 2017 30.97%
July 31, 2017 30.97%

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

30.97%
Minimum
Sep 2016
63.36%
Maximum
Mar 2020
40.84%
Average
31.29%
Median
Dec 2018