Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
August 31, 2021 30.36%
July 31, 2021 30.36%
June 30, 2021 30.36%
May 31, 2021 30.36%
April 30, 2021 30.36%
March 31, 2021 30.36%
February 28, 2021 30.36%
January 31, 2021 30.36%
December 31, 2020 30.36%
November 30, 2020 30.36%
October 31, 2020 30.36%
September 30, 2020 30.36%
August 31, 2020 30.36%
July 31, 2020 30.36%
June 30, 2020 30.36%
May 31, 2020 30.36%
April 30, 2020 30.36%
March 31, 2020 30.36%
February 29, 2020 20.69%
January 31, 2020 20.69%
December 31, 2019 20.69%
November 30, 2019 20.69%
October 31, 2019 20.69%
September 30, 2019 20.69%
August 31, 2019 20.69%
Date Value
July 31, 2019 20.69%
June 30, 2019 20.69%
May 31, 2019 20.69%
April 30, 2019 20.69%
March 31, 2019 20.69%
February 28, 2019 20.69%
January 31, 2019 20.69%
December 31, 2018 20.69%
November 30, 2018 16.35%
October 31, 2018 16.35%
September 30, 2018 16.35%
August 31, 2018 16.35%
July 31, 2018 16.35%
June 30, 2018 16.35%
May 31, 2018 16.35%
April 30, 2018 16.35%
March 31, 2018 16.35%
February 28, 2018 16.35%
January 31, 2018 16.35%
December 31, 2017 16.35%
November 30, 2017 16.35%
October 31, 2017 16.35%
September 30, 2017 16.35%
August 31, 2017 16.35%
July 31, 2017 16.35%

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

16.35%
Minimum
Oct 2016
30.36%
Maximum
Mar 2020
21.70%
Average
20.69%
Median
Dec 2018