Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
August 31, 2021 27.21%
July 31, 2021 27.21%
June 30, 2021 27.21%
May 31, 2021 27.21%
April 30, 2021 27.21%
March 31, 2021 27.21%
February 28, 2021 27.21%
January 31, 2021 27.21%
December 31, 2020 27.21%
November 30, 2020 27.21%
October 31, 2020 27.21%
September 30, 2020 27.21%
August 31, 2020 27.21%
July 31, 2020 27.21%
June 30, 2020 27.21%
May 31, 2020 27.21%
April 30, 2020 27.21%
March 31, 2020 27.21%
February 29, 2020 21.84%
January 31, 2020 21.84%
December 31, 2019 21.84%
November 30, 2019 21.84%
October 31, 2019 21.84%
September 30, 2019 21.84%
August 31, 2019 21.84%
Date Value
July 31, 2019 21.84%
June 30, 2019 21.84%
May 31, 2019 21.84%
April 30, 2019 21.84%
March 31, 2019 21.84%
February 28, 2019 21.84%
January 31, 2019 21.84%
December 31, 2018 21.84%
November 30, 2018 12.82%
October 31, 2018 12.82%
September 30, 2018 12.40%
August 31, 2018 12.40%
July 31, 2018 12.40%
June 30, 2018 12.40%
May 31, 2018 12.40%
April 30, 2018 12.40%
March 31, 2018 12.40%
February 28, 2018 12.40%
January 31, 2018 12.40%
December 31, 2017 12.40%
November 30, 2017 12.40%
October 31, 2017 12.40%
September 30, 2017 12.40%
August 31, 2017 12.40%
July 31, 2017 12.40%

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

12.40%
Minimum
Sep 2016
27.21%
Maximum
Mar 2020
19.22%
Average
21.84%
Median
Dec 2018