Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
August 31, 2021 31.43%
July 31, 2021 31.43%
June 30, 2021 31.43%
May 31, 2021 31.43%
April 30, 2021 31.43%
March 31, 2021 31.43%
February 28, 2021 31.43%
January 31, 2021 31.43%
December 31, 2020 31.43%
November 30, 2020 31.43%
October 31, 2020 31.43%
September 30, 2020 31.43%
August 31, 2020 31.43%
July 31, 2020 31.43%
June 30, 2020 31.43%
May 31, 2020 31.43%
April 30, 2020 31.43%
March 31, 2020 31.43%
February 29, 2020 21.96%
January 31, 2020 21.96%
December 31, 2019 21.96%
November 30, 2019 21.96%
October 31, 2019 21.96%
September 30, 2019 21.96%
August 31, 2019 21.96%
Date Value
July 31, 2019 21.96%
June 30, 2019 21.96%
May 31, 2019 21.96%
April 30, 2019 21.96%
March 31, 2019 21.96%
February 28, 2019 21.96%
January 31, 2019 21.96%
December 31, 2018 21.96%
November 30, 2018 13.86%
October 31, 2018 13.86%
September 30, 2018 13.86%
August 31, 2018 13.86%
July 31, 2018 13.86%
June 30, 2018 13.86%
May 31, 2018 13.86%
April 30, 2018 13.86%
March 31, 2018 13.86%
February 28, 2018 13.86%
January 31, 2018 13.86%
December 31, 2017 13.86%
November 30, 2017 13.86%
October 31, 2017 13.86%
September 30, 2017 13.86%
August 31, 2017 13.86%
July 31, 2017 13.86%

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

13.86%
Minimum
Sep 2016
31.43%
Maximum
Mar 2020
21.16%
Average
21.96%
Median
Dec 2018