Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
August 31, 2021 35.71%
July 31, 2021 35.71%
June 30, 2021 35.71%
May 31, 2021 35.71%
April 30, 2021 35.71%
March 31, 2021 35.71%
February 28, 2021 35.71%
January 31, 2021 35.71%
December 31, 2020 35.71%
November 30, 2020 35.71%
October 31, 2020 35.71%
September 30, 2020 35.71%
August 31, 2020 35.71%
July 31, 2020 35.71%
June 30, 2020 35.71%
May 31, 2020 35.71%
April 30, 2020 35.71%
March 31, 2020 35.71%
February 29, 2020 14.19%
January 31, 2020 14.19%
December 31, 2019 14.19%
November 30, 2019 14.19%
October 31, 2019 14.19%
September 30, 2019 14.19%
August 31, 2019 14.19%
Date Value
July 31, 2019 14.19%
June 30, 2019 14.19%
May 31, 2019 14.19%
April 30, 2019 14.19%
March 31, 2019 14.19%
February 28, 2019 14.19%
January 31, 2019 14.19%
December 31, 2018 14.19%
November 30, 2018 10.40%
October 31, 2018 10.40%
September 30, 2018 10.40%
August 31, 2018 10.40%
July 31, 2018 10.40%
June 30, 2018 10.40%
May 31, 2018 10.40%
April 30, 2018 10.40%
March 31, 2018 10.40%
February 28, 2018 10.40%
January 31, 2018 10.40%
December 31, 2017 10.40%
November 30, 2017 10.40%
October 31, 2017 10.40%
September 30, 2017 10.40%
August 31, 2017 10.40%
July 31, 2017 10.40%

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

10.40%
Minimum
Oct 2016
35.71%
Maximum
Mar 2020
18.97%
Average
14.19%
Median
Dec 2018