Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
July 31, 2021 43.46%
June 30, 2021 43.46%
May 31, 2021 43.46%
April 30, 2021 43.46%
March 31, 2021 43.46%
February 28, 2021 43.46%
January 31, 2021 43.46%
December 31, 2020 43.46%
November 30, 2020 43.46%
October 31, 2020 43.46%
September 30, 2020 43.46%
August 31, 2020 43.46%
July 31, 2020 43.46%
June 30, 2020 43.46%
May 31, 2020 43.46%
April 30, 2020 43.46%
March 31, 2020 43.46%
February 29, 2020 21.29%
January 31, 2020 21.29%
December 31, 2019 21.29%
November 30, 2019 21.29%
October 31, 2019 21.29%
September 30, 2019 21.29%
August 31, 2019 21.29%
July 31, 2019 21.29%
Date Value
June 30, 2019 21.29%
May 31, 2019 21.29%
April 30, 2019 21.29%
March 31, 2019 21.29%
February 28, 2019 21.29%
January 31, 2019 21.29%
December 31, 2018 21.29%
November 30, 2018 21.29%
October 31, 2018 21.29%
September 30, 2018 21.29%
August 31, 2018 21.29%
July 31, 2018 21.29%
June 30, 2018 21.29%
May 31, 2018 21.29%
April 30, 2018 21.29%
March 31, 2018 21.29%
February 28, 2018 21.29%
January 31, 2018 21.29%
December 31, 2017 21.29%
November 30, 2017 21.29%
October 31, 2017 21.29%
September 30, 2017 21.29%
August 31, 2017 21.29%
July 31, 2017 21.29%
June 30, 2017 21.29%

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

21.29%
Minimum
Oct 2016
43.46%
Maximum
Mar 2020
27.61%
Average
21.29%
Median
Oct 2016