Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
August 31, 2021 29.65%
July 31, 2021 29.65%
June 30, 2021 29.65%
May 31, 2021 29.65%
April 30, 2021 29.65%
March 31, 2021 29.65%
February 28, 2021 29.65%
January 31, 2021 29.65%
December 31, 2020 29.65%
November 30, 2020 29.65%
October 31, 2020 29.65%
September 30, 2020 29.65%
August 31, 2020 29.65%
July 31, 2020 29.65%
June 30, 2020 29.65%
May 31, 2020 29.65%
April 30, 2020 29.65%
March 31, 2020 29.65%
February 29, 2020 21.26%
January 31, 2020 21.26%
December 31, 2019 21.26%
November 30, 2019 21.26%
October 31, 2019 21.26%
September 30, 2019 21.26%
August 31, 2019 21.26%
Date Value
July 31, 2019 21.26%
June 30, 2019 21.26%
May 31, 2019 21.26%
April 30, 2019 21.26%
March 31, 2019 21.26%
February 28, 2019 21.26%
January 31, 2019 21.26%
December 31, 2018 21.26%
November 30, 2018 17.84%
October 31, 2018 17.84%
September 30, 2018 17.84%
August 31, 2018 17.84%
July 31, 2018 17.84%
June 30, 2018 17.84%
May 31, 2018 17.84%
April 30, 2018 17.84%
March 31, 2018 17.84%
February 28, 2018 17.84%
January 31, 2018 17.84%
December 31, 2017 17.84%
November 30, 2017 17.84%
October 31, 2017 17.84%
September 30, 2017 17.84%
August 31, 2017 18.57%
July 31, 2017 18.57%

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

17.84%
Minimum
Sep 2017
31.26%
Maximum
Sep 2016
23.14%
Average
21.26%
Median
Dec 2018