Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
August 31, 2021 25.49%
July 31, 2021 25.49%
June 30, 2021 25.49%
May 31, 2021 25.49%
April 30, 2021 25.49%
March 31, 2021 25.49%
February 28, 2021 25.49%
January 31, 2021 25.49%
December 31, 2020 25.49%
November 30, 2020 25.49%
October 31, 2020 25.49%
September 30, 2020 25.49%
August 31, 2020 25.49%
July 31, 2020 25.49%
June 30, 2020 25.49%
May 31, 2020 25.49%
April 30, 2020 25.49%
March 31, 2020 25.49%
February 29, 2020 12.38%
January 31, 2020 12.38%
December 31, 2019 12.38%
November 30, 2019 12.38%
October 31, 2019 12.38%
September 30, 2019 12.38%
August 31, 2019 12.38%
Date Value
July 31, 2019 12.38%
June 30, 2019 12.38%
May 31, 2019 12.38%
April 30, 2019 12.38%
March 31, 2019 12.38%
February 28, 2019 12.38%
January 31, 2019 12.38%
December 31, 2018 12.38%
November 30, 2018 12.17%
October 31, 2018 12.17%
September 30, 2018 12.17%
August 31, 2018 12.17%
July 31, 2018 12.17%
June 30, 2018 12.17%
May 31, 2018 12.17%
April 30, 2018 12.17%
March 31, 2018 12.17%
February 28, 2018 12.17%
January 31, 2018 12.17%
December 31, 2017 12.17%
November 30, 2017 12.17%
October 31, 2017 12.17%
September 30, 2017 12.17%
August 31, 2017 12.17%
July 31, 2017 12.17%

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

12.17%
Minimum
Sep 2016
25.49%
Maximum
Mar 2020
16.22%
Average
12.38%
Median
Dec 2018