Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
August 31, 2021 44.14%
July 31, 2021 44.14%
June 30, 2021 44.14%
May 31, 2021 44.14%
April 30, 2021 44.14%
March 31, 2021 44.14%
February 28, 2021 44.14%
January 31, 2021 44.14%
December 31, 2020 44.14%
November 30, 2020 44.14%
October 31, 2020 44.14%
September 30, 2020 44.14%
August 31, 2020 44.14%
July 31, 2020 44.14%
June 30, 2020 44.14%
May 31, 2020 44.14%
April 30, 2020 44.14%
March 31, 2020 44.14%
February 29, 2020 18.70%
January 31, 2020 18.70%
December 31, 2019 18.70%
November 30, 2019 18.70%
October 31, 2019 18.70%
September 30, 2019 18.70%
August 31, 2019 18.70%
Date Value
July 31, 2019 18.70%
June 30, 2019 18.70%
May 31, 2019 18.70%
April 30, 2019 18.70%
March 31, 2019 18.70%
February 28, 2019 18.70%
January 31, 2019 18.70%
December 31, 2018 18.70%
November 30, 2018 11.08%
October 31, 2018 11.08%
September 30, 2018 11.08%
August 31, 2018 11.08%
July 31, 2018 11.08%
June 30, 2018 11.08%
May 31, 2018 11.08%
April 30, 2018 11.08%
March 31, 2018 11.08%
February 28, 2018 11.08%
January 31, 2018 11.08%
December 31, 2017 11.08%
November 30, 2017 11.08%
October 31, 2017 11.08%
September 30, 2017 11.08%
August 31, 2017 11.08%
July 31, 2017 11.08%

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

11.08%
Minimum
Sep 2016
44.14%
Maximum
Mar 2020
22.91%
Average
18.70%
Median
Dec 2018