Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
August 31, 2021 29.60%
July 31, 2021 29.60%
June 30, 2021 29.60%
May 31, 2021 29.60%
April 30, 2021 29.60%
March 31, 2021 29.60%
February 28, 2021 29.60%
January 31, 2021 29.60%
December 31, 2020 29.60%
November 30, 2020 29.60%
October 31, 2020 29.60%
September 30, 2020 29.60%
August 31, 2020 29.60%
July 31, 2020 29.60%
June 30, 2020 29.60%
May 31, 2020 29.60%
April 30, 2020 29.60%
March 31, 2020 29.60%
February 29, 2020 21.08%
January 31, 2020 21.08%
December 31, 2019 21.08%
November 30, 2019 21.08%
October 31, 2019 21.08%
September 30, 2019 21.08%
August 31, 2019 21.08%
Date Value
July 31, 2019 21.08%
June 30, 2019 21.08%
May 31, 2019 21.08%
April 30, 2019 21.08%
March 31, 2019 21.08%
February 28, 2019 21.08%
January 31, 2019 21.08%
December 31, 2018 21.08%
November 30, 2018 17.85%
October 31, 2018 17.85%
September 30, 2018 17.85%
August 31, 2018 17.85%
July 31, 2018 17.85%
June 30, 2018 17.85%
May 31, 2018 17.85%
April 30, 2018 17.85%
March 31, 2018 17.85%
February 28, 2018 17.85%
January 31, 2018 17.85%
December 31, 2017 17.85%
November 30, 2017 17.85%
October 31, 2017 17.85%
September 30, 2017 17.85%
August 31, 2017 17.85%
July 31, 2017 17.85%

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

17.85%
Minimum
May 2017
29.86%
Maximum
Sep 2016
22.80%
Average
21.08%
Median
Dec 2018