Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
August 31, 2021 42.26%
July 31, 2021 42.26%
June 30, 2021 42.26%
May 31, 2021 42.26%
April 30, 2021 42.26%
March 31, 2021 42.26%
February 28, 2021 42.26%
January 31, 2021 42.26%
December 31, 2020 42.26%
November 30, 2020 42.26%
October 31, 2020 42.26%
September 30, 2020 42.26%
August 31, 2020 42.26%
July 31, 2020 42.26%
June 30, 2020 42.26%
May 31, 2020 42.26%
April 30, 2020 42.26%
March 31, 2020 42.26%
February 29, 2020 23.18%
January 31, 2020 23.18%
December 31, 2019 23.18%
November 30, 2019 23.18%
October 31, 2019 23.18%
September 30, 2019 23.18%
August 31, 2019 23.18%
Date Value
July 31, 2019 23.18%
June 30, 2019 23.18%
May 31, 2019 23.18%
April 30, 2019 23.18%
March 31, 2019 23.18%
February 28, 2019 23.18%
January 31, 2019 23.18%
December 31, 2018 23.18%
November 30, 2018 20.72%
October 31, 2018 20.72%
September 30, 2018 20.72%
August 31, 2018 20.72%
July 31, 2018 20.72%
June 30, 2018 20.72%
May 31, 2018 20.72%
April 30, 2018 20.72%
March 31, 2018 20.72%
February 28, 2018 20.72%
January 31, 2018 20.72%
December 31, 2017 20.72%
November 30, 2017 20.72%
October 31, 2017 20.72%
September 30, 2017 20.72%
August 31, 2017 20.72%
July 31, 2017 20.72%

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

20.72%
Minimum
Oct 2016
42.26%
Maximum
Mar 2020
27.87%
Average
23.18%
Median
Dec 2018