Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
August 31, 2021 49.98%
July 31, 2021 49.98%
June 30, 2021 49.98%
May 31, 2021 49.98%
April 30, 2021 49.98%
March 31, 2021 49.98%
February 28, 2021 49.98%
January 31, 2021 49.98%
December 31, 2020 49.98%
November 30, 2020 49.98%
October 31, 2020 49.98%
September 30, 2020 49.98%
August 31, 2020 49.98%
July 31, 2020 49.98%
June 30, 2020 49.98%
May 31, 2020 49.98%
April 30, 2020 49.98%
March 31, 2020 49.98%
February 29, 2020 28.26%
January 31, 2020 28.26%
December 31, 2019 28.26%
November 30, 2019 28.26%
October 31, 2019 28.26%
September 30, 2019 28.26%
August 31, 2019 28.26%
Date Value
July 31, 2019 28.26%
June 30, 2019 28.26%
May 31, 2019 28.26%
April 30, 2019 28.26%
March 31, 2019 28.26%
February 28, 2019 28.26%
January 31, 2019 28.26%
December 31, 2018 28.26%
November 30, 2018 22.14%
October 31, 2018 22.14%
September 30, 2018 22.14%
August 31, 2018 22.14%
July 31, 2018 22.14%
June 30, 2018 22.14%
May 31, 2018 22.14%
April 30, 2018 22.14%
March 31, 2018 22.14%
February 28, 2018 22.14%
January 31, 2018 22.14%
December 31, 2017 22.14%
November 30, 2017 22.14%
October 31, 2017 22.14%
September 30, 2017 22.14%
August 31, 2017 22.14%
July 31, 2017 22.14%

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

22.14%
Minimum
Sep 2016
49.98%
Maximum
Mar 2020
32.02%
Average
28.26%
Median
Dec 2018