Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
August 31, 2021 43.81%
July 31, 2021 43.81%
June 30, 2021 43.81%
May 31, 2021 43.81%
April 30, 2021 43.81%
March 31, 2021 43.81%
February 28, 2021 43.81%
January 31, 2021 43.81%
December 31, 2020 43.81%
November 30, 2020 43.81%
October 31, 2020 43.81%
September 30, 2020 43.81%
August 31, 2020 43.81%
July 31, 2020 43.81%
June 30, 2020 43.81%
May 31, 2020 43.81%
April 30, 2020 43.81%
March 31, 2020 43.81%
February 29, 2020 21.64%
January 31, 2020 21.64%
December 31, 2019 21.64%
November 30, 2019 21.64%
October 31, 2019 21.64%
September 30, 2019 21.64%
August 31, 2019 21.64%
Date Value
July 31, 2019 21.64%
June 30, 2019 21.64%
May 31, 2019 21.64%
April 30, 2019 21.64%
March 31, 2019 21.64%
February 28, 2019 21.64%
January 31, 2019 21.64%
December 31, 2018 21.64%
November 30, 2018 17.59%
October 31, 2018 17.59%
September 30, 2018 17.59%
August 31, 2018 17.59%
July 31, 2018 17.59%
June 30, 2018 17.59%
May 31, 2018 17.59%
April 30, 2018 17.59%
March 31, 2018 17.59%
February 28, 2018 17.59%
January 31, 2018 17.59%
December 31, 2017 17.59%
November 30, 2017 17.59%
October 31, 2017 17.59%
September 30, 2017 17.59%
August 31, 2017 17.59%
July 31, 2017 17.59%

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

17.59%
Minimum
Sep 2016
43.81%
Maximum
Mar 2020
26.47%
Average
21.64%
Median
Dec 2018