Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
August 31, 2021 36.78%
July 31, 2021 36.78%
June 30, 2021 36.78%
May 31, 2021 36.78%
April 30, 2021 36.78%
March 31, 2021 36.78%
February 28, 2021 36.78%
January 31, 2021 36.78%
December 31, 2020 36.78%
November 30, 2020 36.78%
October 31, 2020 36.78%
September 30, 2020 36.78%
August 31, 2020 36.78%
July 31, 2020 36.78%
June 30, 2020 36.78%
May 31, 2020 36.78%
April 30, 2020 36.78%
March 31, 2020 36.78%
February 29, 2020 18.54%
January 31, 2020 18.54%
December 31, 2019 18.54%
November 30, 2019 18.54%
October 31, 2019 18.54%
September 30, 2019 18.54%
August 31, 2019 18.54%
Date Value
July 31, 2019 18.54%
June 30, 2019 18.54%
May 31, 2019 18.54%
April 30, 2019 18.54%
March 31, 2019 18.54%
February 28, 2019 18.54%
January 31, 2019 18.54%
December 31, 2018 18.54%
November 30, 2018 12.41%
October 31, 2018 12.41%
September 30, 2018 12.41%
August 31, 2018 12.41%
July 31, 2018 12.41%
June 30, 2018 12.41%
May 31, 2018 12.41%
April 30, 2018 12.41%
March 31, 2018 12.41%
February 28, 2018 12.41%
January 31, 2018 12.41%
December 31, 2017 12.41%
November 30, 2017 12.41%
October 31, 2017 12.41%
September 30, 2017 12.41%
August 31, 2017 12.41%
July 31, 2017 12.41%

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

12.41%
Minimum
Apr 2017
36.78%
Maximum
Mar 2020
21.41%
Average
18.54%
Median
Dec 2018