Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
August 31, 2021 31.04%
July 31, 2021 31.04%
June 30, 2021 31.04%
May 31, 2021 31.04%
April 30, 2021 31.04%
March 31, 2021 31.04%
February 28, 2021 31.04%
January 31, 2021 31.04%
December 31, 2020 31.04%
November 30, 2020 31.04%
October 31, 2020 31.04%
September 30, 2020 31.04%
August 31, 2020 31.04%
July 31, 2020 31.04%
June 30, 2020 31.04%
May 31, 2020 31.04%
April 30, 2020 31.04%
March 31, 2020 31.04%
February 29, 2020 22.27%
January 31, 2020 22.27%
December 31, 2019 22.27%
November 30, 2019 22.27%
October 31, 2019 22.27%
September 30, 2019 22.27%
August 31, 2019 22.27%
Date Value
July 31, 2019 22.27%
June 30, 2019 22.27%
May 31, 2019 22.27%
April 30, 2019 22.27%
March 31, 2019 22.27%
February 28, 2019 22.27%
January 31, 2019 22.27%
December 31, 2018 22.27%
November 30, 2018 19.91%
October 31, 2018 19.91%
September 30, 2018 19.91%
August 31, 2018 19.91%
July 31, 2018 19.91%
June 30, 2018 19.91%
May 31, 2018 19.91%
April 30, 2018 19.91%
March 31, 2018 19.91%
February 28, 2018 19.91%
January 31, 2018 19.91%
December 31, 2017 19.91%
November 30, 2017 19.91%
October 31, 2017 19.91%
September 30, 2017 19.91%
August 31, 2017 19.91%
July 31, 2017 19.91%

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

19.91%
Minimum
Sep 2016
31.04%
Maximum
Mar 2020
23.84%
Average
22.27%
Median
Dec 2018