Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
August 31, 2021 29.61%
July 31, 2021 29.61%
June 30, 2021 29.61%
May 31, 2021 29.61%
April 30, 2021 29.61%
March 31, 2021 29.61%
February 28, 2021 29.61%
January 31, 2021 29.61%
December 31, 2020 29.61%
November 30, 2020 29.61%
October 31, 2020 29.61%
September 30, 2020 29.61%
August 31, 2020 29.61%
July 31, 2020 29.61%
June 30, 2020 29.61%
May 31, 2020 29.61%
April 30, 2020 29.61%
March 31, 2020 29.61%
February 29, 2020 21.09%
January 31, 2020 21.09%
December 31, 2019 21.09%
November 30, 2019 21.09%
October 31, 2019 21.09%
September 30, 2019 21.09%
August 31, 2019 21.09%
Date Value
July 31, 2019 21.09%
June 30, 2019 21.09%
May 31, 2019 21.09%
April 30, 2019 21.09%
March 31, 2019 21.09%
February 28, 2019 21.09%
January 31, 2019 21.09%
December 31, 2018 21.09%
November 30, 2018 17.75%
October 31, 2018 17.75%
September 30, 2018 17.75%
August 31, 2018 17.75%
July 31, 2018 17.75%
June 30, 2018 17.75%
May 31, 2018 17.75%
April 30, 2018 17.75%
March 31, 2018 17.75%
February 28, 2018 17.75%
January 31, 2018 17.75%
December 31, 2017 17.75%
November 30, 2017 17.75%
October 31, 2017 17.75%
September 30, 2017 17.75%
August 31, 2017 17.75%
July 31, 2017 17.75%

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

17.75%
Minimum
Apr 2017
29.61%
Maximum
Mar 2020
22.60%
Average
21.09%
Median
Dec 2018