Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
August 31, 2021 41.00%
July 31, 2021 41.00%
June 30, 2021 41.00%
May 31, 2021 41.00%
April 30, 2021 41.00%
March 31, 2021 41.00%
February 28, 2021 41.00%
January 31, 2021 41.00%
December 31, 2020 41.00%
November 30, 2020 41.00%
October 31, 2020 41.00%
September 30, 2020 41.00%
August 31, 2020 41.00%
July 31, 2020 41.00%
June 30, 2020 41.00%
May 31, 2020 41.00%
April 30, 2020 41.00%
March 31, 2020 41.00%
February 29, 2020 20.70%
January 31, 2020 20.70%
December 31, 2019 20.70%
November 30, 2019 20.70%
October 31, 2019 20.70%
September 30, 2019 20.70%
August 31, 2019 20.70%
Date Value
July 31, 2019 20.70%
June 30, 2019 20.70%
May 31, 2019 20.70%
April 30, 2019 20.70%
March 31, 2019 20.70%
February 28, 2019 20.70%
January 31, 2019 20.70%
December 31, 2018 20.70%
November 30, 2018 14.87%
October 31, 2018 14.87%
September 30, 2018 14.87%
August 31, 2018 14.87%
July 31, 2018 14.87%
June 30, 2018 14.87%
May 31, 2018 14.87%
April 30, 2018 14.87%
March 31, 2018 14.87%
February 28, 2018 14.87%
January 31, 2018 14.87%
December 31, 2017 14.87%
November 30, 2017 14.87%
October 31, 2017 14.87%
September 30, 2017 14.87%
August 31, 2017 14.87%
July 31, 2017 14.87%

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

14.87%
Minimum
Sep 2016
41.00%
Maximum
Mar 2020
24.17%
Average
20.70%
Median
Dec 2018