Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
August 31, 2021 27.10%
July 31, 2021 27.10%
June 30, 2021 27.10%
May 31, 2021 27.10%
April 30, 2021 27.10%
March 31, 2021 27.10%
February 28, 2021 27.10%
January 31, 2021 27.10%
December 31, 2020 27.10%
November 30, 2020 27.10%
October 31, 2020 27.10%
September 30, 2020 27.10%
August 31, 2020 27.10%
July 31, 2020 27.10%
June 30, 2020 27.10%
May 31, 2020 27.10%
April 30, 2020 27.10%
March 31, 2020 27.10%
February 29, 2020 21.24%
January 31, 2020 21.24%
December 31, 2019 21.24%
November 30, 2019 21.24%
October 31, 2019 21.24%
September 30, 2019 21.24%
August 31, 2019 21.24%
Date Value
July 31, 2019 21.24%
June 30, 2019 21.24%
May 31, 2019 21.24%
April 30, 2019 21.24%
March 31, 2019 21.24%
February 28, 2019 21.24%
January 31, 2019 21.24%
December 31, 2018 21.24%
November 30, 2018 12.33%
October 31, 2018 12.33%
September 30, 2018 12.25%
August 31, 2018 12.25%
July 31, 2018 12.25%
June 30, 2018 12.25%
May 31, 2018 12.25%
April 30, 2018 12.25%
March 31, 2018 12.25%
February 28, 2018 12.25%
January 31, 2018 12.25%
December 31, 2017 12.25%
November 30, 2017 12.25%
October 31, 2017 12.25%
September 30, 2017 12.25%
August 31, 2017 12.25%
July 31, 2017 12.25%

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

12.25%
Minimum
Sep 2016
27.10%
Maximum
Mar 2020
18.95%
Average
21.24%
Median
Dec 2018