Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
August 31, 2021 45.62%
July 31, 2021 45.62%
June 30, 2021 45.62%
May 31, 2021 45.62%
April 30, 2021 45.62%
March 31, 2021 45.62%
February 28, 2021 45.62%
January 31, 2021 45.62%
December 31, 2020 45.62%
November 30, 2020 45.62%
October 31, 2020 45.62%
September 30, 2020 45.62%
August 31, 2020 45.62%
July 31, 2020 45.62%
June 30, 2020 45.62%
May 31, 2020 45.62%
April 30, 2020 45.62%
March 31, 2020 45.62%
February 29, 2020 27.81%
January 31, 2020 27.81%
December 31, 2019 27.81%
November 30, 2019 27.81%
October 31, 2019 27.81%
September 30, 2019 27.81%
August 31, 2019 27.81%
Date Value
July 31, 2019 27.81%
June 30, 2019 27.81%
May 31, 2019 27.81%
April 30, 2019 27.81%
March 31, 2019 27.81%
February 28, 2019 27.81%
January 31, 2019 27.81%
December 31, 2018 27.81%
November 30, 2018 21.96%
October 31, 2018 21.96%
September 30, 2018 21.96%
August 31, 2018 21.96%
July 31, 2018 21.96%
June 30, 2018 21.96%
May 31, 2018 21.96%
April 30, 2018 21.96%
March 31, 2018 21.96%
February 28, 2018 21.96%
January 31, 2018 21.96%
December 31, 2017 21.96%
November 30, 2017 21.96%
October 31, 2017 21.96%
September 30, 2017 21.96%
August 31, 2017 21.96%
July 31, 2017 21.96%

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

21.96%
Minimum
Sep 2016
45.62%
Maximum
Mar 2020
30.52%
Average
27.81%
Median
Dec 2018