Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
August 31, 2021 44.13%
July 31, 2021 44.13%
June 30, 2021 44.13%
May 31, 2021 44.13%
April 30, 2021 44.13%
March 31, 2021 44.13%
February 28, 2021 44.13%
January 31, 2021 44.13%
December 31, 2020 44.13%
November 30, 2020 44.13%
October 31, 2020 44.13%
September 30, 2020 44.13%
August 31, 2020 44.13%
July 31, 2020 44.13%
June 30, 2020 44.13%
May 31, 2020 44.13%
April 30, 2020 44.13%
March 31, 2020 44.13%
February 29, 2020 22.53%
January 31, 2020 22.53%
December 31, 2019 22.53%
November 30, 2019 22.53%
October 31, 2019 22.53%
September 30, 2019 22.53%
August 31, 2019 22.53%
Date Value
July 31, 2019 22.53%
June 30, 2019 22.53%
May 31, 2019 22.53%
April 30, 2019 22.53%
March 31, 2019 22.53%
February 28, 2019 22.53%
January 31, 2019 22.53%
December 31, 2018 22.53%
November 30, 2018 22.53%
October 31, 2018 22.53%
September 30, 2018 22.53%
August 31, 2018 22.53%
July 31, 2018 22.53%
June 30, 2018 22.53%
May 31, 2018 22.53%
April 30, 2018 22.53%
March 31, 2018 22.53%
February 28, 2018 22.53%
January 31, 2018 22.53%
December 31, 2017 22.53%
November 30, 2017 22.53%
October 31, 2017 22.53%
September 30, 2017 22.53%
August 31, 2017 22.53%
July 31, 2017 22.53%

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

22.53%
Minimum
Sep 2016
44.13%
Maximum
Mar 2020
29.01%
Average
22.53%
Median
Sep 2016