Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
August 31, 2021 43.60%
July 31, 2021 43.60%
June 30, 2021 43.60%
May 31, 2021 43.60%
April 30, 2021 43.60%
March 31, 2021 43.60%
February 28, 2021 43.60%
January 31, 2021 43.60%
December 31, 2020 43.60%
November 30, 2020 43.60%
October 31, 2020 43.60%
September 30, 2020 43.60%
August 31, 2020 43.60%
July 31, 2020 43.60%
June 30, 2020 43.60%
May 31, 2020 43.60%
April 30, 2020 43.60%
March 31, 2020 43.60%
February 29, 2020 25.51%
January 31, 2020 25.51%
December 31, 2019 25.51%
November 30, 2019 25.51%
October 31, 2019 25.51%
September 30, 2019 25.51%
August 31, 2019 25.51%
Date Value
July 31, 2019 25.51%
June 30, 2019 25.51%
May 31, 2019 25.51%
April 30, 2019 25.51%
March 31, 2019 25.51%
February 28, 2019 25.51%
January 31, 2019 25.51%
December 31, 2018 25.51%
November 30, 2018 23.83%
October 31, 2018 23.83%
September 30, 2018 23.83%
August 31, 2018 23.83%
July 31, 2018 23.83%
June 30, 2018 23.83%
May 31, 2018 23.83%
April 30, 2018 23.83%
March 31, 2018 23.83%
February 28, 2018 23.83%
January 31, 2018 23.83%
December 31, 2017 23.83%
November 30, 2017 23.83%
October 31, 2017 23.83%
September 30, 2017 23.83%
August 31, 2017 23.83%
July 31, 2017 23.83%

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

23.83%
Minimum
Sep 2016
43.60%
Maximum
Mar 2020
30.18%
Average
25.51%
Median
Dec 2018

Max Drawdown (5Y) Related Metrics