Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
August 31, 2021 28.25%
July 31, 2021 28.25%
June 30, 2021 28.25%
May 31, 2021 28.25%
April 30, 2021 28.25%
March 31, 2021 28.25%
February 28, 2021 28.25%
January 31, 2021 28.25%
December 31, 2020 28.25%
November 30, 2020 28.25%
October 31, 2020 28.25%
September 30, 2020 28.25%
August 31, 2020 28.25%
July 31, 2020 28.25%
June 30, 2020 28.25%
May 31, 2020 28.25%
April 30, 2020 28.25%
March 31, 2020 28.25%
February 29, 2020 23.37%
January 31, 2020 23.37%
December 31, 2019 23.37%
November 30, 2019 23.37%
October 31, 2019 23.37%
September 30, 2019 23.37%
August 31, 2019 23.37%
Date Value
July 31, 2019 23.37%
June 30, 2019 23.37%
May 31, 2019 23.37%
April 30, 2019 23.37%
March 31, 2019 23.37%
February 28, 2019 23.37%
January 31, 2019 23.37%
December 31, 2018 23.37%
November 30, 2018 16.78%
October 31, 2018 16.78%
September 30, 2018 16.78%
August 31, 2018 16.78%
July 31, 2018 16.78%
June 30, 2018 16.78%
May 31, 2018 16.78%
April 30, 2018 16.78%
March 31, 2018 16.78%
February 28, 2018 16.78%
January 31, 2018 16.78%
December 31, 2017 16.78%
November 30, 2017 16.78%
October 31, 2017 16.78%
September 30, 2017 16.78%
August 31, 2017 16.78%
July 31, 2017 16.78%

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

16.78%
Minimum
Sep 2016
28.25%
Maximum
Mar 2020
21.87%
Average
23.37%
Median
Dec 2018