Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
August 31, 2021 35.27%
July 31, 2021 35.27%
June 30, 2021 35.27%
May 31, 2021 35.27%
April 30, 2021 35.27%
March 31, 2021 35.27%
February 28, 2021 35.27%
January 31, 2021 35.27%
December 31, 2020 35.27%
November 30, 2020 35.27%
October 31, 2020 35.27%
September 30, 2020 35.27%
August 31, 2020 35.27%
July 31, 2020 35.27%
June 30, 2020 35.27%
May 31, 2020 35.27%
April 30, 2020 35.27%
March 31, 2020 35.27%
February 29, 2020 16.43%
January 31, 2020 16.43%
December 31, 2019 16.43%
November 30, 2019 16.43%
October 31, 2019 16.43%
September 30, 2019 16.43%
August 31, 2019 16.43%
Date Value
July 31, 2019 16.43%
June 30, 2019 16.43%
May 31, 2019 16.43%
April 30, 2019 16.43%
March 31, 2019 16.43%
February 28, 2019 16.43%
January 31, 2019 16.43%
December 31, 2018 16.43%
November 30, 2018 12.98%
October 31, 2018 12.98%
September 30, 2018 12.98%
August 31, 2018 12.98%
July 31, 2018 12.98%
June 30, 2018 12.98%
May 31, 2018 12.98%
April 30, 2018 12.98%
March 31, 2018 12.98%
February 28, 2018 12.98%
January 31, 2018 12.98%
December 31, 2017 12.98%
November 30, 2017 12.98%
October 31, 2017 12.98%
September 30, 2017 12.98%
August 31, 2017 12.98%
July 31, 2017 12.98%

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

12.98%
Minimum
Sep 2016
35.27%
Maximum
Mar 2020
20.53%
Average
16.43%
Median
Dec 2018