Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
August 31, 2021 30.09%
July 31, 2021 30.09%
June 30, 2021 30.09%
May 31, 2021 30.09%
April 30, 2021 30.09%
March 31, 2021 30.09%
February 28, 2021 30.09%
January 31, 2021 30.09%
December 31, 2020 30.09%
November 30, 2020 30.09%
October 31, 2020 30.09%
September 30, 2020 30.09%
August 31, 2020 30.09%
July 31, 2020 30.09%
June 30, 2020 30.09%
May 31, 2020 30.09%
April 30, 2020 30.09%
March 31, 2020 30.09%
February 29, 2020 22.24%
January 31, 2020 22.24%
December 31, 2019 22.24%
November 30, 2019 22.24%
October 31, 2019 22.24%
September 30, 2019 22.24%
August 31, 2019 22.24%
Date Value
July 31, 2019 22.24%
June 30, 2019 22.24%
May 31, 2019 22.24%
April 30, 2019 22.24%
March 31, 2019 22.24%
February 28, 2019 22.24%
January 31, 2019 22.24%
December 31, 2018 22.24%
November 30, 2018 20.97%
October 31, 2018 20.97%
September 30, 2018 20.97%
August 31, 2018 20.97%
July 31, 2018 20.97%
June 30, 2018 20.97%
May 31, 2018 20.97%
April 30, 2018 20.97%
March 31, 2018 20.97%
February 28, 2018 20.97%
January 31, 2018 20.97%
December 31, 2017 20.97%
November 30, 2017 20.97%
October 31, 2017 20.97%
September 30, 2017 20.97%
August 31, 2017 20.97%
July 31, 2017 20.97%

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

20.97%
Minimum
Apr 2017
30.09%
Maximum
Mar 2020
24.16%
Average
22.24%
Median
Dec 2018