Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
August 31, 2021 39.24%
July 31, 2021 39.24%
June 30, 2021 39.24%
May 31, 2021 39.24%
April 30, 2021 39.24%
March 31, 2021 39.24%
February 28, 2021 39.24%
January 31, 2021 39.24%
December 31, 2020 39.24%
November 30, 2020 39.24%
October 31, 2020 39.24%
September 30, 2020 39.24%
August 31, 2020 39.24%
July 31, 2020 39.24%
June 30, 2020 39.24%
May 31, 2020 39.24%
April 30, 2020 39.24%
March 31, 2020 39.24%
February 29, 2020 15.07%
January 31, 2020 15.07%
December 31, 2019 15.07%
November 30, 2019 15.07%
October 31, 2019 15.07%
September 30, 2019 15.07%
August 31, 2019 15.07%
Date Value
July 31, 2019 15.07%
June 30, 2019 15.07%
May 31, 2019 15.07%
April 30, 2019 15.07%
March 31, 2019 15.07%
February 28, 2019 15.07%
January 31, 2019 15.07%
December 31, 2018 15.07%
November 30, 2018 15.07%
October 31, 2018 15.07%
September 30, 2018 15.07%
August 31, 2018 15.07%
July 31, 2018 15.07%
June 30, 2018 16.88%
May 31, 2018 17.43%
April 30, 2018 17.43%
March 31, 2018 17.43%
February 28, 2018 17.43%
January 31, 2018 17.43%
December 31, 2017 17.43%
November 30, 2017 17.43%
October 31, 2017 17.43%
September 30, 2017 17.43%
August 31, 2017 17.43%
July 31, 2017 17.43%

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

15.07%
Minimum
Jul 2018
39.24%
Maximum
Mar 2020
23.31%
Average
17.43%
Median
Oct 2016