Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
August 31, 2021 25.51%
July 31, 2021 25.51%
June 30, 2021 25.51%
May 31, 2021 25.51%
April 30, 2021 25.51%
March 31, 2021 25.51%
February 28, 2021 25.51%
January 31, 2021 25.51%
December 31, 2020 25.51%
November 30, 2020 25.51%
October 31, 2020 25.51%
September 30, 2020 25.51%
August 31, 2020 25.51%
July 31, 2020 25.51%
June 30, 2020 25.51%
May 31, 2020 25.51%
April 30, 2020 25.51%
March 31, 2020 25.51%
February 29, 2020 24.23%
January 31, 2020 24.23%
December 31, 2019 24.23%
November 30, 2019 24.23%
October 31, 2019 24.23%
September 30, 2019 24.23%
August 31, 2019 24.23%
Date Value
July 31, 2019 24.23%
June 30, 2019 24.23%
May 31, 2019 24.23%
April 30, 2019 24.23%
March 31, 2019 24.23%
February 28, 2019 24.23%
January 31, 2019 24.23%
December 31, 2018 24.23%
November 30, 2018 24.23%
October 31, 2018 24.23%
September 30, 2018 24.23%
August 31, 2018 24.23%
July 31, 2018 24.23%
June 30, 2018 24.23%
May 31, 2018 24.23%
April 30, 2018 24.23%
March 31, 2018 24.23%
February 28, 2018 24.23%
January 31, 2018 24.23%
December 31, 2017 24.23%
November 30, 2017 24.23%
October 31, 2017 24.23%
September 30, 2017 24.23%
August 31, 2017 24.23%
July 31, 2017 24.23%

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

24.23%
Minimum
Sep 2016
25.51%
Maximum
Mar 2020
24.61%
Average
24.23%
Median
Sep 2016

Max Drawdown (5Y) Related Metrics